Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Dahlquist, Magnus
and
Sellin, Peter
1996.
Stochastic dominance, tax-loss selling and seasonalities in Sweden.
The European Journal of Finance,
Vol. 2,
Issue. 1,
p.
1.
Basso, Antonella
and
Pianca, Paolo
1997.
On the relative efficiency of nth order and DARA stochastic dominance rules.
Applied Mathematical Finance,
Vol. 4,
Issue. 4,
p.
207.
Pellerey, Franco
1997.
Some new conditions for the increasing convex comparison of risks.
Scandinavian Actuarial Journal,
Vol. 1997,
Issue. 1,
p.
38.
Thistle, Paul D.
and
Burnett, John E.
2001.
Computing sets of expected utility maximizing distributions for common utility functions.
Applied Financial Economics,
Vol. 11,
Issue. 3,
p.
269.
Denuit, Michel
2001.
Laplace transform ordering of actuarial quantities.
Insurance: Mathematics and Economics,
Vol. 29,
Issue. 1,
p.
83.
Duclos, Jean-Yves
and
Makdissi, Paul
2003.
Restricted and Unrestricted Dominance for Welfare, Inequality and Poverty Orderings.
SSRN Electronic Journal ,
Belzunce, Félix
Gao, Xiaoli
Hu, Taizhong
and
Pellerey, Franco
2004.
Characterizations of the hazard rate order and IFR aging notion.
Statistics & Probability Letters,
Vol. 70,
Issue. 4,
p.
235.
Duclos, Jean‐Yves
and
Makdissi, Paul
2004.
Restricted and Unrestricted Dominance for Welfare, Inequality, and Poverty Orderings.
Journal of Public Economic Theory,
Vol. 6,
Issue. 1,
p.
145.
de Athayde, Gustavo M.
and
Flôres, Renato G.
2004.
Finding a maximum skewness portfolio—a general solution to three-moments portfolio choice.
Journal of Economic Dynamics and Control,
Vol. 28,
Issue. 7,
p.
1335.
Vinod, H.D.
2004.
Ranking mutual funds using unconventional utility theory and stochastic dominance.
Journal of Empirical Finance,
Vol. 11,
Issue. 3,
p.
353.
Knight, John
and
Satchell, Stephen
2008.
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality.
Journal of Economics and Finance,
Vol. 32,
Issue. 1,
p.
35.
Ligon, James A.
and
Thistle, Paul D.
2008.
Adverse Selection With Frequency and Severity Risk: Alternative Risk‐Sharing Provisions.
Journal of Risk and Insurance,
Vol. 75,
Issue. 4,
p.
825.
Duclos, Jean‐Yves
Makdissi, Paul
and
Wodon, Quentin
2008.
SOCIALLY IMPROVING TAX REFORMS*.
International Economic Review,
Vol. 49,
Issue. 4,
p.
1505.
Shalit, Haim
and
Yitzhaki, Shlomo
2009.
How Does Beta Explain Stochastic Dominance Efficiency?.
SSRN Electronic Journal,
Briec, Walter
and
Kerstens, Kristiaan
2010.
Portfolio selection in multidimensional general and partial moment space.
Journal of Economic Dynamics and Control,
Vol. 34,
Issue. 4,
p.
636.
Shalit, Haim
and
Yitzhaki, Shlomo
2010.
How does beta explain stochastic dominance efficiency?.
Review of Quantitative Finance and Accounting,
Vol. 35,
Issue. 4,
p.
431.
Eeckhoudt, Louis
Schlesinger, Harris
and
Tsetlin, Ilia
2011.
Wiley Encyclopedia of Operations Research and Management Science.
Clark, Ephraim
and
Kassimatis, Konstantinos
2012.
An empirical analysis of marginal conditional stochastic dominance.
Journal of Banking & Finance,
Vol. 36,
Issue. 4,
p.
1144.
Yitzhaki, Shlomo
and
Schechtman, Edna
2013.
The Gini Methodology.
Vol. 272,
Issue. ,
p.
365.
Bennett, Christopher Joseph
and
Thompson, Brennan Scott
2013.
Moving the Goalposts: Subjective Performance Benchmarks and the Aumann-Serrano Measure of Riskiness.
SSRN Electronic Journal,