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A modified version of stochastic dominance involving dependence
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References

  • 1999An Introduction to Copulas7,743 cited
  • 1982Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty4,041 cited
  • 1982Regret in Decision Making under Uncertainty2,990 cited
  • 1997Robust Discrete Optimization and Its Applications1,172 cited
  • 1998Robust Discrete Optimization and Its Applications.1,060 cited
  • 2002The concept of comonotonicity in actuarial science and finance: theory634 cited
  • 1999From stochastic dominance to mean-risk models: Semideviations as risk measures532 cited
  • 1982Nontransitive measurable utility495 cited
  • 2001Stochastic Comparison of Random Vectors with a Common Copula126 cited
  • 2004Transitivity frameworks for reciprocal relations: cycle-transitivity versus -transitivity125 cited
  • 2011Advanced Mathematical Methods for Finance115 cited
  • 2015Extremal Dependence Concepts108 cited

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