Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Tractable Almost Stochastic Dominance

16 references·5 citing·30 second hop

FromToDepth

this work references cited by second hop

References

1964Risk Aversion in the Small and in the Large4,964 cited
1976Risk Aversion in the Small and in the Large4,655 cited
1952Portfolio Selection4,609 cited
1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
1969Rules for Ordering Uncertain Prospects1,757 cited
1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
1969The Efficiency Analysis of Choices Involving Risk1,416 cited
1971Increasing risk II: Its economic consequences1,082 cited
1962Admissibility and Measurable Utility Functions559 cited
1994An Asset Allocation Puzzle423 cited
2003Optimization with Stochastic Dominance Constraints369 cited
2002Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance348 cited
2003Empirical Tests for Stochastic Dominance Efficiency287 cited
2004Efficient Diversification According to Stochastic Dominance Criteria229 cited
2005Portfolio optimization with stochastic dominance constraints224 cited
1976INVESTMENT FOR THE LONG RUN: NEW EVIDENCE FOR AN OLD RULE

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

212 cited

Cited by

2016Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models49 cited
2014Models and formulations for multivariate dominance-constrained stochastic programs43 cited
2017Higher-degree stochastic dominance optimality and efficiency38 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