Stochastic dominance (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Stochastic dominance" in English language version.

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16doi.org

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5worldcat.org

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4jstor.org

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2semanticscholar.org

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1books.google.com

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1uni-muenchen.de

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1informs.org

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1psu.edu

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1ssrn.com

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books.google.com

Seifert, S. (2006). Posted Price Offers in Internet Auction Markets. Deutschland: Physica-Verlag. Page 85, ISBN 9783540352686, https://books.google.com/books?id=a-ngTxeSLakC&pg=PA85

doi.org

Bawa, Vijay S. (1975). "Optimal Rules for Ordering Uncertain Prospects". Journal of Financial Economics. 2 (1): 95–121. doi:10.1016/0304-405X(75)90025-2.
Blackwell, David (June 1953). "Equivalent Comparisons of Experiments". The Annals of Mathematical Statistics. 24 (2): 265–272. doi:10.1214/aoms/1177729032. ISSN 0003-4851.
Levy, Haim (1990), Eatwell, John; Milgate, Murray; Newman, Peter (eds.), "Stochastic Dominance", Utility and Probability, London: Palgrave Macmillan UK, pp. 251–254, doi:10.1007/978-1-349-20568-4_34, ISBN 978-1-349-20568-4, retrieved 2022-12-23
Quirk, J. P.; Saposnik, R. (1962). "Admissibility and Measurable Utility Functions". Review of Economic Studies. 29 (2): 140–146. doi:10.2307/2295819. JSTOR 2295819.
Hanoch, G.; Levy, H. (1969). "The Efficiency Analysis of Choices Involving Risk". Review of Economic Studies. 36 (3): 335–346. doi:10.2307/2296431. JSTOR 2296431.
Rothschild, M.; Stiglitz, J. E. (1970). "Increasing Risk: I. A Definition". Journal of Economic Theory. 2 (3): 225–243. doi:10.1016/0022-0531(70)90038-4.
Ekern, Steinar (1980). "Increasing Nth Degree Risk". Economics Letters. 6 (4): 329–333. doi:10.1016/0165-1765(80)90005-1.
Vickson, R.G. (1975). "Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables". Management Science. 21 (12): 1438–1446. doi:10.1287/mnsc.21.12.1438.
Vickson, R.G. (1977). "Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. II. General random Variables". Management Science. 23 (5): 478–489. doi:10.1287/mnsc.23.5.478.
See, e.g. Post, Th.; Fang, Y.; Kopa, M. (2015). "Linear Tests for DARA Stochastic Dominance". Management Science. 61 (7): 1615–1629. doi:10.1287/mnsc.2014.1960.
Fishburn, Peter C. (1980-02-01). "Stochastic Dominance and Moments of Distributions". Mathematics of Operations Research. 5 (1): 94–100. doi:10.1287/moor.5.1.94. ISSN 0364-765X.
Dentcheva, D.; Ruszczyński, A. (2003). "Optimization with Stochastic Dominance Constraints". SIAM Journal on Optimization. 14 (2): 548–566. CiteSeerX 10.1.1.201.7815. doi:10.1137/S1052623402420528. S2CID 12502544.
Kuosmanen, T (2004). "Efficient diversification according to stochastic dominance criteria". Management Science. 50 (10): 1390–1406. doi:10.1287/mnsc.1040.0284.
Dentcheva, D.; Ruszczyński, A. (2004). "Semi-Infinite Probabilistic Optimization: First Order Stochastic Dominance Constraints". Optimization. 53 (5–6): 583–601. doi:10.1080/02331930412331327148. S2CID 122168294.
Post, Th (2003). "Empirical tests for stochastic dominance efficiency". Journal of Finance. 58 (5): 1905–1932. doi:10.1111/1540-6261.00592.
Post, Thierry; Kopa, Milos (2016). "Portfolio Choice Based on Third-Degree Stochastic Dominance". Management Science. 63 (10): 3381–3392. doi:10.1287/mnsc.2016.2506. SSRN 2687104.

informs.org

pubsonline.informs.org

Fishburn, Peter C. (1980-02-01). "Stochastic Dominance and Moments of Distributions". Mathematics of Operations Research. 5 (1): 94–100. doi:10.1287/moor.5.1.94. ISSN 0364-765X.

jstor.org

Hadar, J.; Russell, W. (1969). "Rules for Ordering Uncertain Prospects". American Economic Review. 59 (1): 25–34. JSTOR 1811090.
Quirk, J. P.; Saposnik, R. (1962). "Admissibility and Measurable Utility Functions". Review of Economic Studies. 29 (2): 140–146. doi:10.2307/2295819. JSTOR 2295819.
Hanoch, G.; Levy, H. (1969). "The Efficiency Analysis of Choices Involving Risk". Review of Economic Studies. 36 (3): 335–346. doi:10.2307/2296431. JSTOR 2296431.
Whitmore, G. A. (1970). "Third-Degree Stochastic Dominance". The American Economic Review. 60 (3): 457–459. ISSN 0002-8282. JSTOR 1817999.

psu.edu

citeseerx.ist.psu.edu

Dentcheva, D.; Ruszczyński, A. (2003). "Optimization with Stochastic Dominance Constraints". SIAM Journal on Optimization. 14 (2): 548–566. CiteSeerX 10.1.1.201.7815. doi:10.1137/S1052623402420528. S2CID 12502544.

semanticscholar.org

api.semanticscholar.org

Dentcheva, D.; Ruszczyński, A. (2003). "Optimization with Stochastic Dominance Constraints". SIAM Journal on Optimization. 14 (2): 548–566. CiteSeerX 10.1.1.201.7815. doi:10.1137/S1052623402420528. S2CID 12502544.
Dentcheva, D.; Ruszczyński, A. (2004). "Semi-Infinite Probabilistic Optimization: First Order Stochastic Dominance Constraints". Optimization. 53 (5–6): 583–601. doi:10.1080/02331930412331327148. S2CID 122168294.

ssrn.com

papers.ssrn.com

Post, Thierry; Kopa, Milos (2016). "Portfolio Choice Based on Third-Degree Stochastic Dominance". Management Science. 63 (10): 3381–3392. doi:10.1287/mnsc.2016.2506. SSRN 2687104.

uni-muenchen.de

mpra.ub.uni-muenchen.de

Chan, Raymond H.; Clark, Ephraim; Wong, Wing-Keung (2012-11-16). "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors". mpra.ub.uni-muenchen.de. Retrieved 2022-12-25.

worldcat.org

search.worldcat.org

Blackwell, David (June 1953). "Equivalent Comparisons of Experiments". The Annals of Mathematical Statistics. 24 (2): 265–272. doi:10.1214/aoms/1177729032. ISSN 0003-4851.
Mas-Colell, Andreu; Whinston, Michael Dennis; Green, Jerry R. (1995). Microeconomic theory. New York. Proposition 6.D.1. ISBN 0-19-507340-1. OCLC 32430901.{{cite book}}: CS1 maint: location missing publisher (link)
Whitmore, G. A. (1970). "Third-Degree Stochastic Dominance". The American Economic Review. 60 (3): 457–459. ISSN 0002-8282. JSTOR 1817999.
Fishburn, Peter C. (1980-02-01). "Stochastic Dominance and Moments of Distributions". Mathematics of Operations Research. 5 (1): 94–100. doi:10.1287/moor.5.1.94. ISSN 0364-765X.

worldcat.org

Mas-Colell, Andreu; Whinston, Michael Dennis; Green, Jerry R. (1995). Microeconomic theory. New York. Proposition 6.D.1. ISBN 0-19-507340-1. OCLC 32430901.{{cite book}}: CS1 maint: location missing publisher (link)