Recommendations
Cites work
- A Test of the Efficiency of a Given Portfolio
- Choice among distributions
- Decision making under uncertainty with unknown utility function and rank-ordered probabilities
- Decreasing Absolute Risk Aversion and Option Pricing Bounds
- Enhanced indexation based on second-order stochastic dominance
- General linear formulations of stochastic dominance criteria
- Marginal Conditional Stochastic Dominance
- Mixed risk aversion
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
- Portfolio construction based on stochastic dominance and target return distributions
- Robustness of optimal portfolios under risk and stochastic dominance constraints
- Second Degree Stochastic Dominance with Respect to a Function
- Standard Risk Aversion
- Stochastic Dominance
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting
- Testing for stochastic dominance efficiency
- The Construction of Utility Functions from Expenditure Data
Cited in
(9)- Higher-degree stochastic dominance optimality and efficiency
- The family of alpha,[a,b] stochastic orders: risk vs. expected value
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- Almost stochastic dominance and stocks for the long run
- DEA models equivalent to general $N$th order stochastic dominance efficiency tests
- General linear formulations of stochastic dominance criteria
- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
- Advancements in stochastic dominance efficiency tests
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