A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005): Difference between revisions

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+Optimization with Stochastic Dominance Constraints
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+The Efficiency Analysis of Choices Involving Risk
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+Ordered Families of Distributions
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+Consistent Testing for Stochastic Dominance under General Sampling Schemes
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+STOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTS
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+Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Portfolio construction based on stochastic dominance and target return distributions
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+The Dual Theory of Choice under Risk
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