+1 on the underground fence, but it's hard to install in frozen ground.

Even with the fence, the dog needs needs TRAINING. 

If you want a dog to behave the way you want, it is up to you to train him. Just like kids, they don't train themselves. If you don't train him, how could he possibly know how to behave?

It does take a time investment, but having a well behaved dog is (IMO) a very good return.