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Stochastic Dominance and Applications to Finance, Risk and Economics
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  • 2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach121 cited
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  • 2009A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction93 cited
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  • 2020Review on Efficiency and Anomalies in Stock Markets89 cited
  • 2011Test statistics for prospect and Markowitz stochastic dominances with applications87 cited
  • 2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China82 cited
  • 2011Risk-adjusted budget allocation models with application in homeland security71 cited
  • 2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange70 cited
  • 2014Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China68 cited
  • 2016Multivariate stochastic dominance for risk averters and risk seekers59 cited
  • 2021Optimal Auction Design With Common Values: An Informationally Robust Approach54 cited
  • 2014International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches

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50 cited
  • 2015THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS49 cited
  • 2017Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly45 cited
  • 2012Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets42 cited