Stochastic Dominance, Mean Variance, and Gini's Mean DifferenceShlomo Yitzhaki1982-01-01articleAmerican Economic Review330 citationsclosedNo readable copy stored yet — this record is metadata only.Decision-Making and Behavioral EconomicsIncome, Poverty, and InequalityRisk and Portfolio OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 330 citations exist upstream.References1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*Cited by2000Chapter 2 Measurement of inequality1986Remittances and Inequality1983On an Extension of the Gini Inequality Index1999From stochastic dominance to mean-risk models: Semideviations as risk measures2002Dual Stochastic Dominance and Related Mean-Risk Models2003Empirical Tests for Stochastic Dominance Efficiency2004Different Approaches to Risk Estimation in Portfolio Theory2002Some Recent Developments in Futures Hedging