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An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria
0 references·16 citing·48 second hop
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  • 1980Sampling Errors and Portfolio Efficient Analysis64 cited
  • 1986The Investment Performance of Unit Trusts and Mutual Funds in Australia for the Period 1969 to 197857 cited
  • 2004The Use of Dynamic Financial Analysis to Determine Whether an Optimal Growth Rate Exists for a Property‐Liability Insurer48 cited
  • 1980Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance42 cited
  • 2005Long-run post-merger stock performance of UK acquiring firms: a stochastic dominance perspective41 cited
  • 1975Stochastic dominance and portfolio analysis36 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
  • 2012Stochastic dominance analysis of CTA funds29 cited
  • 1977On the Relative Effectiveness of Stochastic Dominance Rules: Extension to Decreasingly Risk-Averse Utility Functions28 cited
  • 1980Stochastic Dominance and the Performance of U. K. Unit Trusts20 cited
  • 2010The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches18 cited
  • 2008International value versus growth: evidence from stochastic dominance analysis17 cited

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2006
The long-run performance of initial public offerings: Stochastic dominance criteria
16 cited
  • 2017A Note on Stochastic Dominance1 cited
  • 1989COMMENT: TESTING FOR STOCHASTIC DOMINANCE0 cited