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Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply
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Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply (1975)Efficient Algorithms for Conducting Stoch…New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management (2019)New development on the third-…Higher-degree stochastic dominance optimality and efficiency (2017)Higher-degree stochastic domi…Interaktywne wielokryterialne wspomaganie decyzji w warunkach ryzyka : metody i zastosowania (2008)Interaktywne wielokryterialne…Improving Portfolio Performance with Option Strategies: Evidence from Switzerland (2001)Improving Portfolio Performan…Does the January effect exist in high‐yield bond market? (2001)Does the January effect exist…Portfolio analysis with a large universe of assets (1996)Portfolio analysis with a lar…Efficient Algorithms for Stochastic Dominance Tests Based on Financial Market Data (1994)Efficient Algorithms for Stoc…The characteristics of portfolios selected by n-degree Lower Partial Moment (1992)The characteristics of portfo…Optimal algorithms and lower partial moment: ex post results (1991)Optimal algorithms and lower …Options and investment strategies (1990)Options and investment strate…The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance (1984)The Harmonic Mean and Other N…Gini's Mean Difference and Portfolio Selection: An Empirical Evaluation (1984)Gini's Mean Difference and Po…Stochastic Dominance and the Performance of U. K. Unit Trusts (1980)Stochastic Dominance and the …On the Relative Effectiveness of Stochastic Dominance Rules: Extension to Decreasingly Risk-Averse Utility Functions (1977)On the Relative Effectiveness…The Effects of Sample Sizes on the Accuracy of EV and SSD Efficiency Criteria (1975)The Effects of Sample Sizes o…Optimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Rules for Ordering Uncertain Prospects (1969)The Efficiency Analysis of Choices Involving Risk (1969)A linear programming algorithm for determining mean-Gini efficient farm plans (1988)The Robustness of Risk-Return Nonlinearities to the Normality Assumption (1992)Making inefficient market indices efficient (2010)Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Ranking Distributions with Generalized Lorenz Curves (1989)Approximating Expected Utility by a Function of Mean and Variance (1979)Learning to trade via direct reinforcement (2001)A spatial mean-variance MIP model for energy market risk analysis (2003)Portfolio optimization in an upside potential and downside risk framework (2013)Aspects of the Theory of Risk-Bearing. (1966)Risk Aversion in the Small and in the Large (1976)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Portfolio selection problem with Value-at-Risk constraints under non-extensive statistical mechanics (2015)A new methodology for multi-period portfolio selection based on the risk measure of lower partial moments (2019)On Economic Inequality (1973)Capital market equilibrium in a mean-lower partial moment framework (1977)Chapter 2 Measurement of inequality (2000)Theory of games and economic behavior (2019)Relative Effectiveness of Efficiency Criteria for Portfolio Selection (1970)Investment and Portfolio Analysis. (1972)SAMPLING ERROR IN FIRST ORDER STOCHASTIC DOMINANCE (1987)The Empirical Studies (2006)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)PORTFOLIO SELECTION* (1952)The Pricing of Options and Corporate Liabilities (1973)Do Winners Perform Better Than Losers? A Stochastic Dominance Approach (2006)The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches (2010)Nonlinear portfolio selection using approximate parametric Value-at-Risk (2013)On the measurement of inequality (1970)Higher-degree Stochastic Dominance Orders: Equivalence of Two Alternative Systems of Inequalities (2018)Portfolio diversification based on stochastic dominance under incomplete probability information (2020)
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  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 1991Optimal algorithms and lower partial moment: ex post results78 cited
  • 1992The characteristics of portfolios selected by n-degree Lower Partial Moment49 cited
  • 2001Improving Portfolio Performance with Option Strategies: Evidence from Switzerland39 cited
  • 2017Higher-degree stochastic dominance optimality and efficiency38 cited
  • 1984Gini's Mean Difference and Portfolio Selection: An Empirical Evaluation32 cited
  • 1975The Effects of Sample Sizes on the Accuracy of EV and SSD Efficiency Criteria30 cited
  • 1984The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance29 cited
  • 2019New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management28 cited
  • 1977On the Relative Effectiveness of Stochastic Dominance Rules: Extension to Decreasingly Risk-Averse Utility Functions28 cited
  • 2008Interaktywne wielokryterialne wspomaganie decyzji w warunkach ryzyka : metody i zastosowania27 cited
  • 1994Efficient Algorithms for Stochastic Dominance Tests Based on Financial Market Data26 cited
  • 1996Portfolio analysis with a large universe of assets24 cited
  • 2001

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Does the January effect exist in high‐yield bond market?
21 cited
  • 1980Stochastic Dominance and the Performance of U. K. Unit Trusts20 cited
  • 1990Options and investment strategies19 cited