The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Stochastic Dominance and Expected Utility: Survey and Analysis
Abstract
While Stochastic Dominance has been employed in various forms as early as 1932, it has only been since 1969–1970 that the notion has been developed and extensively employed in the area of economics, finance, agriculture, statistics, marketing and operations research. In this survey, the first-, second- and third-order stochastic dominance rules are discussed with an emphasis on the development in the area since the 1980s.
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Citations
Cites
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
“Risk, Ambiguity, and the Savage Axioms.”
Ellsberg, D. (1961) · The Quarterly Journal of Economics · doi:10.2307/1884324 · Cited by 7,891
A leisurely look at the bootstrap, the jackknife, and cross-validation
Efron, B., & Gong, G. (1983) · The American Statistician · doi:10.1080/00031305.1983.10483087 · Cited by 3,229
Cited by
Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
Steinbach, M. C. (2001) · SIAM Review · doi:10.1137/s0036144500376650 · Cited by 382
Prospect Theory: Much Ado About Nothing?
Levy, M., & Levy, H. (2002) · Management Science · doi:10.1287/mnsc.48.10.1334.276 · Cited by 304
Self-citationDo Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach
Al-Khazali, O., Lean, H. H., & Samet, A. (2014) · Pacific-Basin Finance Journal · doi:10.1016/j.pacfin.2013.09.003 · Cited by 295
Deep Reinforcement Learning at the Edge of the Statistical Precipice
Agarwal, R., Schwarzer, M., Castro, P. S., Courville, A., & Bellemare, M. G. (2021) · arXiv · doi:10.48550/arxiv.2108.13264 · Cited by 142
Metadata
- Authors
- Levy, H.
- Venue
- Management Science
- Published
- 1992-04
- Volume
- 38
- Issue
- 4
- Pages
- 555-593
- ISSN
- 0025-1909 (ISSN-L)
- 1526-5501
- OpenAlex
- W2171543997
- Cited by
- 843
- References
- 3
- FWCI
- 5.79
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
