Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables
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Publication:4070587
DOI10.1287/MNSC.21.12.1438zbMATH Open0312.90004OpenAlexW2081842430WikidataQ61773081 ScholiaQ61773081MaRDI QIDQ4070587FDOQ4070587
Authors: Raymond G. Vickson 
Publication date: 1975
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.21.12.1438
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- El problema de seleccion de la cartera en un mercado logaritmico-normal con criterio de utilidad R-∈
- Higher-degree stochastic dominance optimality and efficiency
- A data envelopment analysis approach to measure the mutual fund performance
- Joint stochastic orders of high degrees and their applications in portfolio selections
- Continua of stochastic dominance relations for bounded probability distributions
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements
- A simple proof of Fishburn’s moments theorem
- On the relative efficiency of nth order and DARA stochastic dominance rules
- Third-degree stochastic dominance and axioms for a convex marginal utility function
- Dynamic optimization models in finance: some extensions to the framework, models, and computation
- Minimum distribution-sensitivity, poverty aversion, and poverty orderings
- Efficiency analysis of deductible insurance policies
- Negative conjectures and increased public good provision
- Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty
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