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Revisiting Almost Second-Degree Stochastic Dominance
6 references·16 citing·36 second hop
Revisiting Almost Second-Degree Stochastic Dominance (2012)Revisiting Almost Second-Degree Stochasti…Stochastic Dominance: Investment Decision Making under Uncertainty (2010)Stochastic Dominance: Investm…Putting Risk in Its Proper Place (2006)Putting Risk in Its Proper Pl…Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance (2002)Preferred by “All” and Prefer…Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Stochastic Dominance and Expe…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Review on Efficiency and Anomalies in Stock Markets (2020)Review on Efficiency and Anom…Review on behavioral economics and behavioral finance (2020)Review on behavioral economic…Distorted stochastic dominance: A generalized family of stochastic orders (2020)Distorted stochastic dominanc…Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects (2018)Somewhere Between Utopia and …Revisiting generalized almost stochastic dominance (2018)Revisiting generalized almost…Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections (2018)Big Data, Computational Scien…Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections (2018)Big Data, Computational Scien…Multivariate Almost Stochastic Dominance (2017)Multivariate Almost Stochasti…Higher-degree stochastic dominance optimality and efficiency (2017)Higher-degree stochastic domi…On exact and approximate stochastic dominance strategies for portfolio selection (2016)On exact and approximate stoc…Greater Mutual Aggravation (2016)Greater Mutual AggravationGeneralized Almost Stochastic Dominance (2015)Generalized Almost Stochastic…Moment conditions for Almost Stochastic Dominance (2014)Moment conditions for Almost …Bivariate almost stochastic dominance (2014)Bivariate almost stochastic d…Almost expectation and excess dependence notions (2014)Almost expectation and excess…A note on almost stochastic dominance (2013)A note on almost stochastic d…On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)Between First- and Second-Order Stochastic Dominance (2016)Increasing Downside Risk (2016)The Utility Analysis of Choices Involving Risk (1948)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Optimal rules for ordering uncertain prospects (1975)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)A Good Sign for Multivariate Risk Taking (2007)Higher Order Risk Attitudes, Demographics, and Financial Decisions (2013)Are Risk Preferences Stable? (2018)Prospect theory: An analysis of decision under risk (1988)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Dual Stochastic Dominance and Related Mean-Risk Models (2002)The Theory of Games and Economic Behavior (1945)Portfolio Selection: Efficient Diversification of Investments (1959)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)The Pricing of Options and Corporate Liabilities (1973)Prospect Theory: An Analysis of Decision under Risk (1979)Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications (2020)Behavioral finance impacts on US stock market volatility: an analysis of market anomalies (2024)Investor sentiment and its implication on global financial markets: a systematic review of literature (2025)Prospect Theory: Much Ado About Nothing? (2002)Prospect Theory and Mean-Variance Analysis (2003)Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (2014)The Resilience of Islamic Equity Funds during COVID-19: Evidence from Risk Adjusted Performance, Investment Styles and Volatility Timing (2020)Stochastic Dominance Analysis of iShares (2006)Stochastic dominance analysis of Asian hedge funds (2007)Bonds versus stocks: Investors’ age and risk taking (2009)
this work references cited by second hop

References

  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1992Stochastic Dominance and Expected Utility: Survey and Analysis843 cited
  • 2010Stochastic Dominance: Investment Decision Making under Uncertainty591 cited
  • 2006Putting Risk in Its Proper Place551 cited
  • 2002Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance348 cited

Cited by

  • 2020Review on Efficiency and Anomalies in Stock Markets89 cited
  • 2015Generalized Almost Stochastic Dominance82 cited
  • 2016On exact and approximate stochastic dominance strategies for portfolio selection79 cited
  • 2013A note on almost stochastic dominance46 cited
  • 2014Moment conditions for Almost Stochastic Dominance45 cited
  • 2017Higher-degree stochastic dominance optimality and efficiency38 cited
  • 2016Greater Mutual Aggravation26 cited
  • 2020Review on behavioral economics and behavioral finance25 cited
  • 2018Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects22 cited

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2018
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
22 cited
  • 2014Almost expectation and excess dependence notions15 cited
  • 2014Bivariate almost stochastic dominance14 cited
  • 2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections14 cited
  • 2020Distorted stochastic dominance: A generalized family of stochastic orders13 cited
  • 2017Multivariate Almost Stochastic Dominance11 cited
  • 2018Revisiting generalized almost stochastic dominance10 cited