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Essays on decision making under uncertainty : Stochastic dominance
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Essays on decision making under uncertainty : Stochastic dominance (2017)Essays on decision making under uncertain…Bootstrap-Based Improvements for Inference with Clustered Errors (2008)Bootstrap-Based Improvements …The dynamics of health in the British Household Panel Survey (2004)The dynamics of health in the…Consistent Tests for Stochastic Dominance (2003)Consistent Tests for Stochast…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality (2000)Statistical Inference for Sto…Portfolio Selection and Asset Pricing Models (2000)Portfolio Selection and Asset…Optimization of conditional value-at-risk (2000)Optimization of conditional v…The analysis of household surveys (1997)The analysis of household sur…The Sharpe Ratio (1994)The Sharpe RatioPerformance Measurement in a Downside Risk Framework (1994)Performance Measurement in a …Global Portfolio Optimization (1992)Global Portfolio OptimizationOptimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Increasing risk II: Its economic consequences (1971)Increasing risk II: Its econo…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Mutual Fund Performance (1966)Mutual Fund PerformanceOn the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)A Contribution to the Theory of Economic Growth (1956)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Monitoring Corruption: Evidence from a Field Experiment in Indonesia (2007)The Economic Lives of the Poor (2007)Women Empowerment and Economic Development (2012)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Net Health Benefits (1998)Stochastic Volatility for Lévy Processes (2003)The Utility Analysis of Choices Involving Risk (1948)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)Teacher training, teacher quality and student achievement (2010)Does Management Matter? Evidence from India (2011)Robust Inference With Multiway Clustering (2011)Assessing the Incidence and Efficiency of a Prominent Place Based Policy (2013)PORTFOLIO SELECTION* (1952)Coherent Measures of Risk (1999)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1997The analysis of household surveys4,871 cited
  • 2008Bootstrap-Based Improvements for Inference with Clustered Errors4,311 cited
  • 1966Mutual Fund Performance3,932 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 1994The Sharpe Ratio2,542 cited
  • 1992Global Portfolio Optimization1,846 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1971Increasing risk II: Its economic consequences1,082 cited
  • 1994Performance Measurement in a Downside Risk Framework899 cited
  • 2000Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality870 cited
  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 2003Consistent Tests for Stochastic Dominance652 cited
  • 2004The dynamics of health in the British Household Panel Survey639 cited
  • 2000Portfolio Selection and Asset Pricing Models611 cited

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