SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
General linear formulations of stochastic dominance criteria
16 references·13 citing·37 second hop
General linear formulations of stochastic dominance criteria (2013)General linear formulations of stochastic…Stochastic Dominance: Investment Decision Making under Uncertainty (2010)Stochastic Dominance: Investm…Consistent Tests for Stochastic Dominance (2003)Consistent Tests for Stochast…Mean Reversion in Stock Prices (1996)Mean Reversion in Stock PricesMyopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Standard Risk Aversion (1991)Standard Risk AversionPermanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Mean reversion in stock prices (1988)Mean reversion in stock pricesMean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…The equity premium: A puzzle (1985)The equity premium: A puzzleThe relationship between return and market value of common stocks (1981)The relationship between retu…Approximating Expected Utility by a Function of Mean and Variance (1979)Approximating Expected Utilit…Capital market equilibrium in a mean-lower partial moment framework (1977)Capital market equilibrium in…Optimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Fifty years of portfolio optimization (2023)Fifty years of portfolio opti…The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value (2021)The Family of Alpha,[a,b] Sto…Diversification benefits in the cryptocurrency market under mild explosivity (2021)Diversification benefits in t…Review on behavioral economics and behavioral finance (2020)Review on behavioral economic…Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (2017)Stochastic dominance via quan…Higher-degree stochastic dominance optimality and efficiency (2017)Higher-degree stochastic domi…Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models (2016)Real-world datasets for portf…Individual optimal pension allocation under stochastic dominance constraints (2016)Individual optimal pension al…On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (2015)On time stochastic dominance …Critical Values for Almost Stochastic Dominance Based on Relative Risk Aversion (2015)Critical Values for Almost St…Moment conditions for Almost Stochastic Dominance (2014)Moment conditions for Almost …Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance (2014)Linear Tests for Decreasing A…A general test for SSD portfolio efficiency (2014)A general test for SSD portfo…On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Prospect Theory: An Analysis of Decision under Risk (1979)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)The use of technical analysis in the foreign exchange market (1992)Herd Behaviour, Bubbles and Crashes (1995)
this work references cited by second hop

References

  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1988Mean reversion in stock prices1,888 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1996Mean Reversion in Stock Prices1,083 cited
  • 1979Approximating Expected Utility by a Function of Mean and Variance874 cited
  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 1991Standard Risk Aversion851 cited
  • 1977Capital market equilibrium in a mean-lower partial moment framework821 cited
  • 2003Consistent Tests for Stochastic Dominance652 cited
  • 2010Stochastic Dominance: Investment Decision Making under Uncertainty591 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 2014A general test for SSD portfolio efficiency61 cited
  • 2023Fifty years of portfolio optimization51 cited
  • 2016Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models49 cited
  • 2016Individual optimal pension allocation under stochastic dominance constraints47 cited
  • 2014Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance46 cited
  • 2014Moment conditions for Almost Stochastic Dominance45 cited
  • 2017Higher-degree stochastic dominance optimality and efficiency38 cited
  • 2015On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs34 cited
  • 2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency32 cited
  • 2021Diversification benefits in the cryptocurrency market under mild explosivity30 cited
  • 2020Review on behavioral economics and behavioral finance25 cited
  • 2021The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value3 cited
  • 2015Critical Values for Almost Stochastic Dominance Based on Relative Risk Aversion2 cited