Second order of stochastic dominance efficiency vs mean variance efficiency

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Cites work

scientific article; zbMATH DE number 49698 (Why is no real title available?)
scientific article; zbMATH DE number 125970 (Why is no real title available?)
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A general test for SSD portfolio efficiency
A minimax portfolio selection rule with linear programming solution
A minimax portfolio selection strategy with equilibrium
A second-order stochastic dominance portfolio efficiency measure
An enhanced model for portfolio choice with SSD criteria: a constructive approach
Apportioning of risks via stochastic dominance
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Coherent measures of risk
Comparison methods for stochastic models and risks
Computing efficient frontiers using estimated parameters
Conditional value at risk and related linear programming models for portfolio optimization
Do investors like to diversify? A study of Markowitz preferences
Does mean-variance portfolio management deserve expected utility's approximative affirmation?
Dual Stochastic Dominance and Quantile Risk Measures
From stochastic dominance to mean-risk models: Semideviations as risk measures
Improved Portfolio Choice Using Second-Order Stochastic Dominance*
Mean-variance approximations to expected utility
Multiobjective linear programming. An introduction
On exact and approximate stochastic dominance strategies for portfolio selection
On the foundation of performance measures under asymmetric returns
Optimal path problems with second-order stochastic dominance constraints
Orderings and Probability Functionals Consistent with Preferences
Portfolio Efficient Sets
Portfolio Selection and Asset Pricing—Three-Parameter Framework
Portfolio construction based on stochastic dominance and target return distributions
Robustness of optimal portfolios under risk and stochastic dominance constraints
Second-order stochastic dominance constrained portfolio optimization: theory and computational tests
Some remarks on the value-at-risk and the conditional value-at-risk
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
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The opportunity cost of mean-variance choice under estimation risk
Tractable almost stochastic dominance
Uniqueness of solution in linear programming

Cited in

(8)

A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
A second-order stochastic dominance portfolio efficiency measure
Measuring of second-order stochastic dominance portfolio efficiency
Financial analysis based sectoral portfolio optimization under second order stochastic dominance
Portfolio selection with second order uncertain dominance constraint
Portfolio selection in a two-regime world
Should Americans invest internationally? Mean-variance portfolios optimization and stochastic dominance approaches
Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty

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