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Stochastic dominance and portfolio analysis

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  • Ali, Mukhtar M.

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  • Ali, Mukhtar M., 1975. "Stochastic dominance and portfolio analysis," Journal of Financial Economics, Elsevier, vol. 2(2), pages 205-229, June.
    • Handle: RePEc:eee:jfinec:v:2:y:1975:i:2:p:205-229
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    Cited by:

    1. Yoshihiro Shirai, 2023. "Acceptable Bilateral Gamma Parameters," Papers 2301.05333, arXiv.org.
    2. Roger P. Bey & Richard C. Burgess & Richard B. Kearns, 1984. "Moving Stochastic Dominance: An Alternative Method For Testing Market Efficiency," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(3), pages 185-196, September.
    3. Mirko S. Heinle & Kevin C. Smith, 2017. "A theory of risk disclosure," Review of Accounting Studies, Springer, vol. 22(4), pages 1459-1491, December.
    4. Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2019. "Stochastic Spanning," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 573-585, October.
    5. Kouaissah, Noureddine, 2021. "Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 480-493.
    6. A J Lewis, 2008. "Extending the range of player-performance measures in one-day cricket," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(6), pages 729-742, June.
    7. Wang, Hongxia & Zhou, Lin & Dai, Peng-Fei & Xiong, Xiong, 2022. "Moment conditions for fractional degree stochastic dominance," Finance Research Letters, Elsevier, vol. 49(C).
    8. Leoni, Patrick & Lundtofte, Frederik, 2017. "Information, stochastic dominance and bidding: The case of Treasury auctions," Economics Letters, Elsevier, vol. 153(C), pages 80-82.

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