Marginal Conditional Stochastic Dominance
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- Higher-degree stochastic dominance optimality and efficiency
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements
- Empirical tail conditional allocation and its consistency under minimal assumptions
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- A measure of total firm performance: new insights for the corporate objective
- General linear formulations of stochastic dominance criteria
- Conditional value at risk and related linear programming models for portfolio optimization
- Twenty years of linear programming based portfolio optimization
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- The zero-capital approach to portfolio enhancement and overlay management
- “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007
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- Making inefficient market indices efficient
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- The balanced survivor average causal effect
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- Price uncertainty and the heightening effect of background risk
- Conditional stochastic dominance
- Semi-nonparametric test of second degree stochastic dominance with respect to a function
- Estimating conditional tail expectation with actuarial applications in view
- Almost stochastic dominance and stocks for the long run
- Weighted risk capital allocations
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