Stochastic dominance and portfolio analysis

Author:

Ali Mukhtar M.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference29 articles.

1. Aspects of the theory of risk-bearing;Arrow,1965

2. Testing transformations to normality;Atkinson;Journal of the Royal Statistical Society B,1973

3. Optimal rules for ordering uncertain prospects;Bawa;Journal of Financial Economics,1975

4. An analysis of transformations;Box;Journal of the Royal Statistical Society B,1964

5. A subordinated stochastic process model with finite variance for speculative prices;Clark;Econometrica,1973

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1. Moment conditions for fractional degree stochastic dominance;Finance Research Letters;2022-10

2. A lattice approach to the Beta distribution induced by stochastic dominance: Theory and applications;Journal of the Operational Research Society;2022-07-28

3. Expected scalarised returns dominance: a new solution concept for multi-objective decision making;Neural Computing and Applications;2022-07-05

4. Lognormal distribution on stochastic dominance for stock selection;INTERNATIONAL CONFERENCE OF MATHEMATICS AND MATHEMATICS EDUCATION (I-CMME) 2021;2022

5. Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises;The Quarterly Review of Economics and Finance;2021-05

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