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ArticleThe Geometric Mean and Stochastic Dominance

William H. Jean1980

Article1980

The Geometric Mean and Stochastic Dominance

William H. Jean

70 citations·0/0 files stored·The Journal of Finance

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Financial Markets and Investment Strategies Decision-Making and Behavioral Economics Risk and Portfolio Optimization

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References

1954Exposition of a New Theory on the Measurement of Risk 1969Rules for Ordering Uncertain Prospects 1969The Efficiency Analysis of Choices Involving Risk 1962Admissibility and Measurable Utility Functions 2016Third-Degree Stochastic Dominance 1959Criteria for Choice Among Risky Ventures 1976Security Analysis and Portfolio Management.1976INVESTMENT FOR THE LONG RUN: NEW EVIDENCE FOR AN OLD RULE

Cited by

2016Multivariate stochastic dominance for risk averters and risk seekers 1993Negative Moments, Risk Aversion, and Stochastic Dominance 2014Moment conditions for Almost Stochastic Dominance 1980Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance 2012On the History of the Growth-Optimal Portfolio 1981Time Dominance Efficiency Analysis 1985

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2012On the History of the Growth-Optimal Portfoliochapter · 6 shared references 2010Geometric Mean Maximization: An Overlooked Portfolio Approach?article · 6 shared references 1982An Empirical Comparison of Stochastic Dominance among Lognormal Prospectsarticle · 6 shared references 2020Review on Efficiency and Anomalies in Stock Marketsarticle · 5 shared references 1980Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominancearticle · 5 shared references 1989Stochastic Dominance in Nonlinear Utility Theorychapter · 5 shared references

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Year1980

Typearticle

Published1980-03-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations70

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1540-6261.1980.tb03477.x

openalex_workW2157349031

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Efficiency Analysis and Option Portfolio Selection

1992Dominance conditions in non-additive expected utility theory