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PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS1
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References

  • 1981Good News and Bad News: Representation Theorems and Applications3,198 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 1971Increasing risk II: Its economic consequences1,082 cited
  • 1992Stochastic Dominance and Expected Utility: Survey and Analysis843 cited
  • 1984Comparison Methods for Queues and Other Stochastic Models720 cited
  • 1988Foundations for Financial Economics492 cited
  • 1967General Proof that Diversification Pays377 cited
  • 1990The Effects of Shifts in a Return Distribution on Optimal Portfolios144 cited
  • 1989Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk142 cited
  • 1987Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results100 cited
  • 1990Demand for risky financial assets: A portfolio analysis99 cited
  • 1993Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities65 cited
  • 1978Stochastic Dominance Rules for Multi-attribute Utility Functions61 cited
  • 1977The definition of risk: An extension

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  • 2015Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks45 cited
  • 2015Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management41 cited