Almost stochastic dominance and stocks for the long run (Q953451): Difference between revisions

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+Stochastic dominance and parameter estimation: The case of symmetric stable distributions
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+Q5528344
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+Stochastic Dominance and Moments of Distributions
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+Moment-Preserving Shifts and Stochastic Dominance
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+Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
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+The Efficiency Analysis of Choices Involving Risk
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+Prospect Theory: An Analysis of Decision under Risk
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+Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
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+Stochastic Dominance and Expected Utility: Survey and Analysis
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+Are rich people smarter?
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+Stochastic Dominance
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+Stochastic dominance and prospect dominance with subjective weighting functions
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+Relaxations of linear programming problems with first order stochastic dominance constraints
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+Marginal Conditional Stochastic Dominance
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+Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
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+A Note on Application of SD Rules to the Selection of Parameter Estimators
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