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Third-Degree Stochastic Dominance
1 references·16 citing·47 second hop
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this work references cited by second hop

References

  • 1976Risk Aversion in the Small and in the Large4,655 cited

Cited by

  • 1988Theory of Financial Decision Making.1,867 cited
  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 2016Increasing Downside Risk480 cited
  • 2012Modeling uncertainty in multi-criteria decision analysis378 cited
  • 2013Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach295 cited
  • 2003Empirical Tests for Stochastic Dominance Efficiency287 cited
  • 1978Safety-First, Stochastic Dominance, and Optimal Portfolio Choice277 cited
  • 1979The So-Called Allais Paradox and Rational Decisions under Uncertainty252 cited
  • 1990Risk Aversion and the Propensities for Self-Insurance and Self-Protection227 cited
  • 1984Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets222 cited
  • 1972Entropy, market risk, and the selection of efficient portfolios200 cited
  • 1994Absolute and relative risk aversion: An experimental study192 cited
  • 1998Ordering risks: Expected utility theory versus Yaari's dual theory of risk170 cited
  • 1982Variance and Lower Partial Moment Measures of Systematic Risk: Some Analytical and Empirical Results

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167 cited
  • 2004International momentum strategies: a stochastic dominance approach166 cited
  • 2006Stochastic dominance and mean–variance measures of profit and loss for business planning and investment164 cited