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Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
16 references·13 citing·35 second hop
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (2014)Stochastic dominance statistics for risk …Theory of games and economic behavior (2019)Theory of games and economic …Mean–variance approximations to expected utility (2012)Mean–variance approximations …Consistent Testing for Stochastic Dominance under General Sampling Schemes (2005)Consistent Testing for Stocha…Consistent Tests for Stochastic Dominance (2003)Consistent Tests for Stochast…Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance (2002)Preferred by “All” and Prefer…Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality (2000)Statistical Inference for Sto…Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares (1998)Information asymmetry, market…The Sharpe Ratio (1994)The Sharpe RatioGambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice (1990)Gambling with the House Money…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection (1969)Mean-Variance Analysis in the…Mutual Fund Performance (1966)Mutual Fund PerformancePortfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Admissibility and Measurable Utility Functions (1962)Admissibility and Measurable …The Utility of Wealth (1952)The Utility of WealthThe Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…Review on behavioral economics and behavioral finance (2020)Review on behavioral economic…Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality (2019)Modelling Economic Growth, Ca…Is wine a good choice for investment? (2018)Is wine a good choice for inv…DOES GLOBAL SHAPES OF UTILITY FUNCTIONS MATTER FOR INVESTMENT DECISIONS? (2018)DOES GLOBAL SHAPES OF UTILITY…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…Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (2017)Stochastic dominance via quan…Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly (2017)Stochastic Dominance and Omeg…A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises (2017)A Bayesian approach to excess…Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange (2015)Is gold different for risk-av…Could the global financial crisis improve the performance of the G7 stocks markets? (2015)Could the global financial cr…Consistent Tests for Almost Stochastic Dominance (2015)Consistent Tests for Almost S…International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches (2014)International Diversification…Ranking Income Distributions (1983)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)The analysis of household surveys (1997)Identification of binary choice models with social interactions (2006)The Effect of Literacy on Immigrant Earnings (2006)The Foster–Greer–Thorbecke (FGT) poverty measures: 25 years later (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Rules for Ordering Uncertain Prospects (1969)Optimal rules for ordering uncertain prospects (1975)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)On the measurement of inequality (1970)A Class of Decomposable Poverty Measures (1984)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Exploring Alternative Measures of Welfare in the Absence of Expenditure Data (2003)Polarization: Concepts, Measurement, Estimation (2004)Handbook of Emotions (1993)Well-being : the foundations of hedonic psychology (1999)Investor Psychology and Asset Pricing (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Risk as feelings. 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References

  • 2019Theory of games and economic behavior16,630 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1994The Sharpe Ratio2,542 cited
  • 1990Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice2,378 cited
  • 1952The Utility of Wealth1,845 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 2000Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality870 cited
  • 2003Consistent Tests for Stochastic Dominance652 cited
  • 1962Admissibility and Measurable Utility Functions559 cited
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  • 1969Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection351 cited
  • 2002Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance348 cited
  • 2012Mean–variance approximations to expected utility284 cited
  • 1998

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Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares
230 cited

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  • 2014International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches50 cited
  • 2017Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly45 cited
  • 2018Is wine a good choice for investment?42 cited
  • 2017A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises38 cited
  • 2015Could the global financial crisis improve the performance of the G7 stocks markets?35 cited
  • 2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency32 cited
  • 2020Review on behavioral economics and behavioral finance25 cited
  • 2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections22 cited
  • 2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections14 cited
  • 2015Consistent Tests for Almost Stochastic Dominance5 cited
  • 2018DOES GLOBAL SHAPES OF UTILITY FUNCTIONS MATTER FOR INVESTMENT DECISIONS?2 cited