SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Unified Approach to Stochastic Dominance
6 references·5 citing·40 second hop
A Unified Approach to Stochastic Dominance (1975)A Unified Approach to Stochastic DominanceThird-Degree Stochastic Dominance (2016)Third-Degree Stochastic Domin…The Efficiency Analysis of Choices Involving Risk (2013)The Efficiency Analysis of Ch…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 …Optimal policy for a dynamic multi‐echelon inventory model (1966)Optimal policy for a dynamic …Stock options and capital structure (2005)Stock options and capital str…CHARACTERIZING PROPERTIES OF STOCHASTIC OBJECTIVE FUNCTIONS (1995)CHARACTERIZING PROPERTIES OF …Immunization of multiple liabilities (1988)Immunization of multiple liab…A Survey of Multiattribute/Multicriterion Evaluation Theories (1978)A Survey of Multiattribute/Mu…Stochastic Dominance for Decreasing Absolute Risk Aversion (1975)Stochastic Dominance for Decr…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Experimental test of MCDM algorithms in a modular approach (1985)Multiple Criteria Optimization; A State of the Art Review (1985)Optimal rules for ordering uncertain prospects (1975)Risk Aversion in the Small and in the Large (1976)Theory of Financial Decision Making. (1988)Increasing Downside Risk (2016)Moral Hazard and Observability (1979)Precautionary Saving in the Small and in the Large (1990)Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities (1990)Screening Through Bundling (2001)Core complementarities of the corporation: organization of an innovating firm (2005)On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)Risk Aversion in the Small and in the Large (1964)Net Health Benefits (1998)Stochastic Volatility for Lévy Processes (2003)Optimal Policies for a Multi-Echelon Inventory Problem (1960)Optimal Policy for a Multi-Product, Dynamic, Nonstationary Inventory Problem (1965)Supply and Redistribution Rules for Two-Location Inventory Systems: One-Period Analysis (1975)Research Bibliography—Stochastic Dominance: A Research Bibliography (1982)Optimal stocking policies for low usage items in multi‐echelon inventory systems (1986)Optimal Policies for a Multi-Echelon Inventory Problem (2004)The Utility Analysis of Choices Involving Risk (1948)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Review of the Principles of Life-office Valuations (1952)Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies (1971)Constrained smoothing -splines for the term structure of interest rates (2009)Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies* (2017)Liquidity Preference as Behavior Towards Risk (1958)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)On the Relative Effectiveness of Stochastic Dominance Rules: Extension to Decreasingly Risk-Averse Utility Functions (1977)Valuing and Pricing Retail Leases with Renewal and Overage Options (2003)Estimation Risk in Portfolio Selection: The Mean Variance Model Versus the Mean Absolute Deviation Model (1997)The Stochastic Programming Approach to Asset, Liability, and Wealth Management (2003)Approaches to the Economics of Discrimination (2025)
this work references cited by second hop

References

  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1971Increasing risk II: Its economic consequences1,082 cited
  • 2016Third-Degree Stochastic Dominance483 cited
  • 2013The Efficiency Analysis of Choices Involving Risk205 cited
  • 1966Optimal policy for a dynamic multi‐echelon inventory model118 cited

Cited by

  • 1978A Survey of Multiattribute/Multicriterion Evaluation Theories46 cited
  • 1988Immunization of multiple liabilities36 cited
  • 1975Stochastic Dominance for Decreasing Absolute Risk Aversion36 cited
  • 1995CHARACTERIZING PROPERTIES OF STOCHASTIC OBJECTIVE FUNCTIONS32 cited
  • 2005Stock options and capital structure16 cited

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