Higher-degree stochastic dominance optimality and efficiency (Q1753649): Difference between revisions

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+Decreasing Absolute Risk Aversion and Option Pricing Bounds
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+An Efficient Algorithm to Determine Stochastic Dominance Admissible Sets
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+Mixed risk aversion
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+Optimization with Stochastic Dominance Constraints
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+Robustness of optimal portfolios under risk and stochastic dominance constraints
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+Loss-averse preferences and portfolio choices: an extension
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+Asset Proportions in Optimal Portfolios
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+The Efficiency Analysis of Choices Involving Risk
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+Stochastically weighted stochastic dominance concepts with an application in capital budgeting
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+A general test for SSD portfolio efficiency
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+Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
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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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+Tractable almost stochastic dominance
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+Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
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+Second Degree Stochastic Dominance with Respect to a Function
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+Decision making under uncertainty with unknown utility function and rank-ordered probabilities
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+Standard stochastic dominance
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+General linear formulations of stochastic dominance criteria
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+Portfolio construction based on stochastic dominance and target return distributions
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+Enhanced indexation based on second-order stochastic dominance
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+Testing for Stochastic Dominance Efficiency
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+Marginal Conditional Stochastic Dominance
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+Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables
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