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The Geometric Mean and Stochastic Dominance

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References

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2016Third-Degree Stochastic Dominance483 cited
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Cited by

2016Multivariate stochastic dominance for risk averters and risk seekers59 cited
1993Negative Moments, Risk Aversion, and Stochastic Dominance49 cited
2014Moment conditions for Almost Stochastic Dominance45 cited
1980Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance42 cited

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2012On the History of the Growth-Optimal Portfolio35 cited

1981Time Dominance Efficiency Analysis34 cited

1985Efficiency Analysis and Option Portfolio Selection33 cited

1992Dominance conditions in non-additive expected utility theory6 cited

2018Bringing order to rankings of utility functions by strong increases in n th order aversion to risk6 cited

2019New Results for Additive and Multiplicative Risk Apportionment5 cited

1988Instrument effects and stochastic dominance5 cited

1982An Empirical Comparison of Stochastic Dominance among Lognormal Prospects3 cited

2025The reference interval in higher-order stochastic dominance2 cited

2018The Simplest Non-Expected Utility Model for Lottery and Portfolio Choices2 cited

2010Simplifying and Solving Decision Problems by Stochastic Dominance Relations2 cited

2017On the Properties of Non-Monetary Measures for Risks2 cited