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Levy, Haim [Author]

Stochastic dominance : investment decision making under uncertainty - [2. ed.]

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New York, NY: Springer, 2006

Published in: Studies in risk and uncertainty ; 1200
Sriboonchitta, Songsak [Other]; Wong, Wing Keung [Other]; Dhompongsa, Sompong [Other]; Nguyen, Hung T. [Other]

Stochastic dominance and applications to finance, risk and economics

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Boca Raton, Fla. [u.a.]: CRC Press, c 2010
Meyer, Jack [Author]

Chapter 3. The Theory of Risk and Risk Aversion

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2014

Published in: Handbook of the economics of risk and uncertainty ; (2014), Seite 99-133
Kourouxous, Thomas [Author]; Bauer, Thomas [Author]

Violations of dominance in decision-making

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Heidelberg: Springer, 2019
Taptué, André-Marie [Author]

Comparing the homogeneity of income distributions using Polarization Indices

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http://hdl.handle.net/10419/140653

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Luxembourg: Luxembourg Income Study (LIS), 2015
Dentcheva, Darinka [Author]; Ruszczynski, Andrzej [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints

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http://edoc.hu-berlin.de/18452/8941

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Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2003-06-18
Levy, Haim [Author]

Choices Under Uncertainty and the Investment Horizon

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[S.l.]: SSRN, [2023]
Azmoodeh, Ehsan [Author]; Hür, Ozan [Author]

Multi-fractional Stochastic Dominance : Mathematical Foundations

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https://ssrn.com/abstract=4498983

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[S.l.]: SSRN, [2023]
Brown, David P. [Author]

Economic Comparisons of Alternative Theories of Stochastic Dominance

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[S.l.]: SSRN, 2022
Chow, Nikolai Sheung-Chi [Author]; Wong, Wing-Keung [Author]

A Note on Prospect Stochastic Dominance and Risk-return Analysis Tools

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[S.l.]: SSRN, [2022]
Han, Weihao [Author]; Newton, David [Author]; Platanakis, Emmanouil [Author]; Sutcliffe, Charles [Author]; Ye, Xiaoxia [Author]

On the (Almost) Stochastic Dominance of Cryptocurrency Factor Portfolios & Implications for Cryptocurrency Asset Pricing

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[S.l.]: SSRN, 2022
Yamashita, Mamiko [Author]

Stochastic Dominance of the Physical Measure Over the Risk-Neutral Measure

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[S.l.]: SSRN, 2022
Hoque, Ariful [Author]; Rakhi, Sharmeen [Author]; Hassan, Kamrul [Author]; Le, Thi [Author]

The performance of stock portfolios: Evidence from analysing Malaysia case, and implication for open innovation

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Basel: MDPI, 2020
Jiang, Lei [Author] ; Wen, Quan [Other]; Wu, Ke [Other]; Yin, Mengfan [Other]

Stochastic Dominance in Mutual Fund Returns

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[S.l.]: SSRN, [2020]

Published in: Georgetown McDonough School of Business Research Paper ; No. 3541062
Lee, Kyungho [Author]; Linton, Oliver [Author]; Whang, Yoon-jae [Author]

Testing for time stochastic dominance

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https://www.repository.cam.ac.uk/bitstream/handle/1810/315722/cwpe20121.pdf?sequence=1&isAllowed=y

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Cambridge: University of Cambridge, Faculty of Economics, [2020]

Published in: Cambridge working papers in economics ; 2020,121 - Cambridge-INET working papers ; 2020,53
Kolokolova, Olga [Author] ; Le Courtois, Olivier [Other]; Xu, Xia [Other]

Is it Efficient to Buy the Index? A Worldwide Tour with Stochastic Dominance

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https://ssrn.com/abstract=3071990

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[S.l.]: SSRN, [2019]

Published in: Asian Finance Association (AsianFA) 2018 Conference
Dentcheva, Darinka [Author]; Ruszczynski, Andrzej [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

Portfolio optimization with stochastic dominance constraints

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http://edoc.hu-berlin.de/18452/8958

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Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2003-09-30
Schlesinger, Harris [Author]; Gollier, Christian [Author]

Changes in Risk and Asset Prices

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http://hdl.handle.net/10419/75831

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Munich: Center for Economic Studies and ifo Institute (CESifo), 2001
Dinh, Theu [Author]; Goutte, Stephane [Author]; Nguyen, Duc Khuong [Author]; Topaloglou, Nikolas [Author]

Diversification Benefits of Precious Metal Markets : A Stochastic Spanning Approach

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[S.l.]: SSRN, [2023]
Gollmer, Ralf [Author]; Gotzes, Uwe [Author]; Schultz, Rüdiger [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

Second-Order Stochastic Dominance Constraints Induced by Mixed-Integer Linear Recourse

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http://edoc.hu-berlin.de/18452/9030

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Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2007-06-03

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