R. Burr Porter

Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk

Peter C. Fishburn, P. Fishburn, R. Burr Porter, 1976 .

An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria

R. Burr Porter, R. Porter, 1973, Journal of Financial and Quantitative Analysis.

OF FINANCIAL AND QUANTITATIVE ANALYSIS January 1974 STOCHASTIC DOMINANCE AND MUTUAL FUND PERFORMANCE

O. Maurice Joy, O. Joy, R. Burr Porter, 2009 .

Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply

James R. Wart, Donald L. Ferguson, R. Burr Porter, 1975, Journal of Financial and Quantitative Analysis.

STOCHASTIC DOMINANCE AS A RISK ANALYSIS CRITERION

R. Burr Porter, Kenneth J. Carey, R. Porter, 1974 .

APPLICATION OF STOCHASTIC DOMINANCE PRINCIPLES TO THE PROBLEM OF ASSET SELECTION UNDER RISK

R. Burr Porter, 1972 .

The Development of a Mean-Semivariance Approach to Capital Budgeting

R. Bey, R. Burr Porter, Roger P. Bey, 1975, Journal of Financial and Quantitative Analysis.

An Evaluation of Capital Budgeting Portfolio Models Using Simulated Data

R. Bey, R. Burr Porter, Roger P. Bey, 1977 .