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Some remarks on stochastic dominance
8 references·2 citing·38 second hop
Some remarks on stochastic dominance (1984)Some remarks on stochastic dominanceResearch Bibliography—Stochastic Dominance: A Research Bibliography (1982)Research Bibliography—Stochas…Probability Dominance in Random Outcomes (1981)Probability Dominance in Rand…Stochastic dominance : an approach to decision-making under risk (1978)Stochastic dominance : an app…Stochastic Dominance and the Maximization of Expected Utility (1976)Stochastic Dominance and the …Optimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Stochastic dominance and diversification (1971)Stochastic dominance and dive…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …On exact and approximate stochastic dominance strategies for portfolio selection (2016)On exact and approximate stoc…Sulla scelta tra variabili aleatorie (1990)Sulla scelta tra variabili al…On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)Theory of Games and Economic Behaviour. (1944)Nontransitive measurable utility (1982)Liquidity Preference as Behavior Towards Risk (1958)Aspects of the Theory of Risk-Bearing. (1966)Mutual fund separation in financial theory—The separating distributions (1978)Safety-First, Stochastic Dominance, and Optimal Portfolio Choice (1978)Portfolio Selection (1952)Chance-Constrained Programming (1959)Utility Theory for Decision Making (1971)On SSB Utility Theory (1996)Upper and lower bounds for expected utility (2000)A method for stochastic multiple criteria decision making based on dominance degrees (2011)The arbitrage theory of capital asset pricing (1976)Frontiers of Stochastically Nondominated Portfolios (2003)LP solvable models for portfolio optimization: a classification and computational comparison (2003)Preference and veto thresholds in multicriteria analysis based on stochastic dominance (2003)Theory of rational option pricing (2005)The Utility Analysis of Choices Involving Risk (1948)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Portfolio Selection: Efficient Diversification of Investments (1959)The effect of estimation risk on optimal portfolio choice (1976)Capital market equilibrium in a mean-lower partial moment framework (1977)Chapter 2 Measurement of inequality (2000)The Theory of Games and Economic Behavior (1945)Optimization of conditional value-at-risk (2000)Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models (2016)A hybrid approach to cardinality constraint portfolio selection problem based on nonlinear neural network and genetic algorithm (2020)Clustering and portfolio selection problems: A unified framework (2020)Decision making with incomplete information (1987)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Consistent Testing for Stochastic Dominance under General Sampling Schemes (2005)The Comparison of Multi-Dimensioned Distributions of Economic Status (1982)Stochastic dominance and mean–variance measures of profit and loss for business planning and investment (2006)
this work references cited by second hop

References

  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 1971Stochastic dominance and diversification242 cited
  • 1978Stochastic dominance : an approach to decision-making under risk230 cited
  • 1982Research Bibliography—Stochastic Dominance: A Research Bibliography140 cited
  • 1976Stochastic Dominance and the Maximization of Expected Utility107 cited
  • 1981Probability Dominance in Random Outcomes41 cited

Cited by

  • 2016On exact and approximate stochastic dominance strategies for portfolio selection79 cited
  • 1990Sulla scelta tra variabili aleatorie0 cited

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