SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Sufficient conditions for j th order stochastic dominance for discrete cardinal variables, and their formulae
9 references·0 citing·33 second hop
Sufficient conditions for j th order stochastic dominance for discrete cardinal variables, and their formulae (2021)Sufficient conditions for j th order stoc…Third-Degree Stochastic Dominance (2016)Third-Degree Stochastic Domin…Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality (2000)Statistical Inference for Sto…Studies in the economics of uncertainty : in honor of Josef Hadar (1989)Studies in the economics of u…Representative Sets for Stochastic Dominance Rules (1989)Representative Sets for Stoch…On Determination of Stochastic Dominance Optimal Sets (1985)On Determination of Stochasti…Increasing Nth degree risk (1980)Increasing Nth degree riskOptimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Admissibility and Measurable Utility Functions (1962)Admissibility and Measurable …Risk Aversion in the Small and in the Large (1976)Theory of Financial Decision Making. (1988)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)The Efficiency Analysis of Choices Involving Risk (1969)International momentum strategies: a stochastic dominance approach (2004)Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs (2005)Review of Economic Studies (2010)General linear formulations of stochastic dominance criteria (2013)Mutual Fund Performance (1966)Extension of stochastic dominance theory to random variables (1999)Data envelopment analysis of mutual funds based on second-order stochastic dominance (2007)Portfolio Choice Based on Third-Degree Stochastic Dominance (2016)Changes in risk and the demand for saving (2008)Pricing Kernels with Stochastic Skewness and Volatility Risk (2011)Consistency of Higher Order Risk Preferences (2014)Increasing Downside Risk (2016)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The effect of estimation risk on optimal portfolio choice (1976)Capital market equilibrium in a mean-lower partial moment framework (1977)On the measurement of inequality (1970)A Class of Decomposable Poverty Measures (1984)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Consistent Tests for Stochastic Dominance (2003)Exploring Alternative Measures of Welfare in the Absence of Expenditure Data (2003)Polarization: Concepts, Measurement, Estimation (2004)Chapter 2 Measurement of inequality (2000)Lectures on Stochastic Programming: Modeling and Theory (2009)Automobile insurance ratemaking in the presence of asymmetrical information (1992)Toward an empirical analysis of polarization (2003)Chapter 60 Nonparametric Approaches to Auctions (2007)
this work references cited by second hop

References

  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 2000Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality870 cited
  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 1962Admissibility and Measurable Utility Functions559 cited
  • 2016Third-Degree Stochastic Dominance483 cited
  • 1980Increasing Nth degree risk225 cited
  • 1985On Determination of Stochastic Dominance Optimal Sets111 cited
  • 1989Representative Sets for Stochastic Dominance Rules55 cited
  • 1989Studies in the economics of uncertainty : in honor of Josef Hadar43 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work