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Stochastic dominance : an approach to decision-making under risk
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  • 1999From stochastic dominance to mean-risk models: Semideviations as risk measures532 cited
  • 2005Consistent Testing for Stochastic Dominance under General Sampling Schemes512 cited
  • 1987Decision making with incomplete information423 cited
  • 2001On consistency of stochastic dominance and mean–semideviation models257 cited
  • 1986Justification techniques for advanced manufacturing technologies235 cited
  • 2004Efficient Diversification According to Stochastic Dominance Criteria229 cited
  • 2005Portfolio optimization with stochastic dominance constraints224 cited
  • 2006Conditional value at risk and related linear programming models for portfolio optimization221 cited
  • 2000Multiple criteria linear programming model for portfolio selection175 cited
  • 2006Stochastic dominance and mean–variance measures of profit and loss for business planning and investment164 cited
  • 2000Lower partial moments as measures of perceived risk: An experimental study147 cited
  • 1982Research Bibliography—Stochastic Dominance: A Research Bibliography140 cited
  • 2003LP solvable models for portfolio optimization: a classification and computational comparison128 cited
  • 1999Multiple attribute decision analysis for ecosystem management

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119 cited
  • 2006Portfolio construction based on stochastic dominance and target return distributions113 cited
  • 2013Enhanced indexation based on second-order stochastic dominance103 cited