Here we list some of the more specialised or old papers that are available for download.

Utility spanning and the ordered mean difference envelope   Ths paper shows how the utility generators that are implicit in stochastic dominance theory can be used to calculate the efficient set of portolios. The latter can be computed by means of linear programming, and it is shown that the portfolio solution for any arbitrary investor utility function must lie within this set, which is inherently one dimensional in nature, though not linear or convex.   Click Here To Download