Post, G.T.

portfolio function return utility model market efficiency distribution sample analysis journal production value result assumption market portfolio asset price input error research investor utility function stock approach example section condition ficiency aversion problem theory observation statistic output risk aversion measure vector finance table level index dominance reference power benchmark pricing preference application sampling distribution estimate ciency reference point study data envelopment analysis choice management performance frontier procedure test statistic number downside benchmark portfolios sampling variance point theorem utility functions p-value technology information effect month ef ficiency return distribution speci decision variable percent