Research Bibliography-Stochastic Dominance: A Research Bibliography

About 400 publications, working papers and books are included in this bibliography on Stochastic Dominance. It contains an exhaustive listing of papers that are either basic contributions to this subject or primarily concerned with applications of the Stochastic Dominance concepts. It also contains selective listing of papers from finance, economics, mathematics, mathematical physics, mathematical psychology, operations research and statistics literature to illustrate the wide applicability of Stochastic Dominance concepts.

[1]  Haim Levy,et al.  Toward multivariate efficiency criteria , 1974 .

[2]  Gordon Pye.  The Value of the Call Option on a Bond , 1966, Journal of Political Economy.

[3]  William R. Russell,et al.  Decision making with stochastic dominance: An expository review , 1974 .

[4]  Peter C. Fishburn,et al.  Continua of stochastic dominance relations for bounded probability distributions , 1976 .

[5]  Peter C. Fishburn,et al.  Decision And Value Theory , 1965 .

[6]  Hassan Tehranian,et al.  Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance , 1980 .

[7]  Jack Meyer,et al.  Further Applications of Stochastic Dominance to Mutual Fund Performance , 1977, Journal of Financial and Quantitative Analysis.

[8]  H. D. Brunk,et al.  Statistical inference under order restrictions : the theory and application of isotonic regression , 1973 .

[9]  Haim Levy,et al.  THE MEAN VARIANCE CRITERION and THE EFFICIENCY FRONTIER , 1971 .

[10]  Bezalel Peleg,et al.  Efficiency Analysis for Multivariate Distributions , 1975 .

[11]  R. Dorfman.  A Formula for the Gini Coefficient , 1979 .

[12]  Timothy J. Nantell,et al.  Variance and Lower Partial Moment Measures of Systematic Risk: Some Analytical and Empirical Results , 1982 .

[13]  Haim Levy,et al.  ALTERNATIVE EFFICIENCY CRITERIA: AN EMPIRICAL ANALYSIS , 1970 .

[14]  Samuel Karlin.  Inequalities for Symmetric Sampling Plans I , 1974 .

[15]  A. Sen.  On Economic Inequality , 1974 .

[16]  M. Rothschild,et al.  Increasing risk: I. A definition , 1970 .

[17]  R. Bey,et al.  An Evaluation of the Empirical Significance of Optimal Seeking Algorithms in Portfolio Selection , 1974 .

[18]  W. Whitt,et al.  Resource sharing for efficiency in traffic systems , 1981, The Bell System Technical Journal.

[19]  A. Atkinson.  On the measurement of inequality , 1970 .

[20]  Haim Levy,et al.  Relative Effectiveness of Efficiency Criteria for Portfolio Selection , 1970, Journal of Financial and Quantitative Analysis.

[21]  A. W. Marshall,et al.  CLASSES OF DISTRIBUTIONS APPLICABLE IN REPLACEMENT, WITH RENEWAL THEORY IMPLICATIONS, , 1972 .

[22]  David Schmeidler,et al.  A bibliographical note on a theorem of Hardy, Littlewood, and Polya , 1979 .

[23]  Haim Levy,et al.  Financial decision making under uncertainty , 1979 .

[24]  Peter C. Fishburn,et al.  Separation theorems and expected utilities , 1975 .

[25]  A. Tchen.  Inequalities for distributions with given marginals , 1976 .

[26]  W. Whitt.  Bivariate Distributions with Given Marginals , 1976 .

[27]  S. Lippman,et al.  THE ECONOMICS OF JOB SEARCH: A SURVEY* , 1976 .

[28]  D. Sonderman.  Comparing multi-server queues with finite waiting rooms, II: Different numbers of servers , 1979, Advances in Applied Probability.

[29]  Ingram Olkin,et al.  On the bias of functions of characteristic roots of a random matrix , 1965 .

[30]  H. Levy,et al.  Efficiency analysis of choices involving risk , 1969 .

[31]  Peter C. Fishburn,et al.  Convex stochastic dominance with continuous distribution functions , 1974 .

[32]  M. Allais.  Le comportement de l'homme rationnel devant le risque : critique des postulats et axiomes de l'ecole americaine , 1953 .

[33]  David Sonderman,et al.  Comparing Semi-Markov Processes , 1980, Math. Oper. Res..

[34]  A. F. Veinott,et al.  Optimal policy for a dynamic multi‐echelon inventory model , 1966 .

[35]  Edwin J. Elton,et al.  Simple Rules for Optimal Portfolio Selection In Stable Paretian Markets , 1979 .

[36]  W. R. vanZwet.  Convex transformations of random variables , 1964 .

[37]  Oliver S. Yu.  Stochastic bounds for heterogeneous-server queues with Erlang service times , 1974 .

[38]  Shelby L. Brumelle.  Some Inequalities for Parallel-Server Queues , 1971, Oper. Res..

[39]  E. H. Mantell,et al.  A Statistical Estimator in a Problem of Stochastic Dominance , 1974 .

[40]  J. Quirk,et al.  Admissibility and Measurable Utility Functions , 1962 .

[41]  Peter C. Fishburn,et al.  Evaluative comparisons of distributions of a social variable: Basic issues and criteria , 1976 .

[42]  Haim Levy,et al.  Sampling Errors and Portfolio Efficient Analysis , 1980, Journal of Financial and Quantitative Analysis.

[43]  Stephen A. Ross,et al.  Mutual fund separation in financial theory—The separating distributions , 1978 .

[44]  Stephen A. Ross,et al.  Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem , 1979 .

[45]  Samuel Eilon,et al.  Stochastic dominance for ranking ventures , 1975 .

[46]  K. Borch,et al.  A Note on Uncertainty and Indifference Curves , 1969 .

[47]  W. T. Ziemba,et al.  Bounds on the value of information in uncertain decision problems , 1975 .

[48]  Frank Proschan,et al.  Functions Decreasing in Transposition and Their Applications in Ranking Problems , 1977 .

[49]  R. Bey,et al.  Estimating the Optimal Stochastic Dominance Efficient Set with a Mean-Semivariance Algorithm , 1979, Journal of Financial and Quantitative Analysis.

[50]  William H. Jean.  A GENERAL CLASS OF THREE-PARAMETER RISK MEASURES: COMMENT , 1975 .

[51]  R. Bey,et al.  The Development of a Mean-Semivariance Approach to Capital Budgeting , 1975, Journal of Financial and Quantitative Analysis.

[52]  Peter C. Fishburn,et al.  Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk , 1976 .

[53]  David P. Baron,et al.  Information, Investment Behavior, and Efficient Portfolios , 1974, Journal of Financial and Quantitative Analysis.

[54]  Tae Kun Seo,et al.  Ordering Uncertain Prospects: The Multivariate Utility Functions Case , 1978 .

[55]  Haim Levy,et al.  A Note on Indifference Curves and Uncertainty , 1969 .

[56]  Josef Hadar,et al.  Rules for Ordering Uncertain Prospects , 1969 .

[57]  Haim Levy,et al.  Investment Decision Rules, Diversification, and the Investor's Initial Wealth , 1978 .

[58]  Ingram Olkin,et al.  Norms and inequalities for condition numbers , 1965 .

[59]  Shaler Stidham,et al.  On the Optimality of Single-Server Queuing Systems , 1970, Oper. Res..

[60]  Julian Keilson,et al.  Unimodality preservation in Markov chains , 1978 .

[61]  Larry G. Epstein,et al.  Increasing Generalized Correlation: A Definition and Some Economic Consequences , 1980 .

[62]  Willem Schaafsma,et al.  Paired Comparisons with Order-Effects , 1973 .

[63]  B. Schweizer,et al.  Operations on distribution functions not derivable from operations on random variables , 1974 .

[64]  William R. Russell,et al.  Diversification of interdependent prospects , 1974 .

[65]  Ward Whitt,et al.  Comparing Probability Measures on a Set with an Intransitive Preference Relation , 1979 .

[66]  M. Chapman Findlay,et al.  Stochastic dominance : an approach to decision-making under risk , 1978 .

[67]  W. Whitt.  Comparing counting processes and queues , 1981, Advances in Applied Probability.

[68]  William T. Ziemba,et al.  The Demand for a Risky Asset , 1980 .

[69]  Gerald J. Lieberman,et al.  Optimal Selling When the Price Distribution is Unknown. , 1977 .

[70]  Tae Kun Seo,et al.  Diversification Theorems for Subsets of Risk Averters , 1979 .

[71]  Bezalel Peleg,et al.  A Price Characterization of Efficient Random Variables , 1975 .

[72]  R. Burr Porter,et al.  STOCHASTIC DOMINANCE AS A RISK ANALYSIS CRITERION , 1974 .

[73]  George C. Philippatos,et al.  Conditions of Equivalence Among E-V, SSD, and E-H Portfolio Selection Criteria: The Case for Uniform, Normal and Lognormal Distributions , 1975 .

[74]  R Burr Porter,et al.  Stochastic Dominance vs. Mean-Variance Portfolio Analysis: An Empirical Evaluation , 1972 .

[75]  J. Hammond.  Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear , 1974 .

[76]  Raveendra N. Batra,et al.  Gains from Trade Under Uncertainty , 1974 .

[77]  K. M. Lal Saxena,et al.  Distribution-Free Tolerance Intervals for Stochastically Ordered Distributions , 1976 .

[78]  David R. Jacobs,et al.  Stochastic Order Relationships Between GI/G/k Systems , 1972 .

[79]  E. Lehmann.  Ordered Families of Distributions , 1955 .

[80]  Peter C. Fishburn,et al.  Convex stochastic dominance with finite consequence sets , 1974 .

[81]  J. Kallberg,et al.  Comparison of Alternative Utility Functions in Portfolio Selection Problems , 1983 .

[82]  D. Bamber.  The area above the ordinal dominance graph and the area below the receiver operating characteristic graph , 1975 .

[83]  David P. Baron,et al.  Default Risk, Homemade Leverage and the Modigliani-Miller Theorem , 1973 .

[84]  Dietrich Stoyan,et al.  Two Classes of Semi‐Orderings and their Application in the Queuing Theory , 1974 .

[85]  G. I. Kalmykov.  Semiordering of the Probabilities of the First Passage Time of Markov Processes , 1969 .

[86]  Haim Levy,et al.  Ordering Uncertain Options with Borrowing and Lending , 1978 .

[87]  Haim Levy,et al.  Stochastic Dominance With a Riskless Asset: An Imperfect Market , 1979, Journal of Financial and Quantitative Analysis.

[88]  Noriyuki Takayama,et al.  Poverty, Income Inequality, and Their Measures: Professor Sen's Axiomatic Approach Reconsidered , 1979 .

[89]  M. Rothschild,et al.  Increasing risk II: Its economic consequences , 1971 .

[90]  G. Whitmore,et al.  Third-Degree Stochastic Dominance , 1970 .

[91]  M. Rothschild,et al.  Searching for the Lowest Price When the Distribution of Prices Is Unknown , 1974, Journal of Political Economy.

[92]  John D. Hey,et al.  Attitudes to risk , 1979 .

[93]  G. O'Brien.  The Comparison Method for Stochastic Processes , 1975 .

[94]  C. J. Preston,et al.  A generalization of the FKG inequalities , 1974 .

[95]  N. A. Doherty.  Stochastic Choice in Insurance and Risk Sharing , 1977 .

[96]  James A. Ohlson,et al.  Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function , 1976, Journal of Financial and Quantitative Analysis.

[97]  Richard Craft Burgess.  Alternative measures of risk and ex post portfolio performance , 1974 .

[98]  Karl Borch,et al.  The Rationale of the Mean-Standard Deviation Analysis: Comment , 1974 .

[99]  Ali Jahankhani,et al.  E-V and E-S Capital Asset Pricing Models: Some Empirical Tests , 1976, Journal of Financial and Quantitative Analysis.

[100]  R. Bey,et al.  An Evaluation of Capital Budgeting Portfolio Models Using Simulated Data , 1977 .

[101]  Anthony Saunders,et al.  A Stochastic Dominance Analysis of Taxation and Risk , 1981 .

[102]  A. F. Veinott.  Optimal Policy in a Dynamic, Single Product, Nonstationary Inventory Model with Several Demand Classes , 1965 .

[103]  Whitmore Ga.  The mortality component of health status indexes. , 1976 .

[104]  A. W. Marshall,et al.  Bounds for Distributions with Monotone Hazard Rate, II , 1964 .

[105]  Ilan Vertinsky,et al.  Stochastic Dominance Rules for Multi-attribute Utility Functions , 1978 .

[106]  Y. L. Tong,et al.  An Ordering Theorem for Conditionally Independent and Identically Distributed Random Variables , 1977 .

[107]  Keith H. Johnson,et al.  The Effects of Sampling Fluctuations on the Required Inputs of Security Analysis , 1976, Journal of Financial and Quantitative Analysis.

[108]  William R. Russell,et al.  Taxation, Risk-Taking, and Stochastic Dominance , 1970 .

[109]  P. Fishburn.  Mean-Risk Analysis with Risk Associated with Below-Target Returns , 1977 .

[110]  Haim Levy,et al.  Multi-Period Stochastic Dominance , 1974 .

[111]  Timothy J. Nantell,et al.  An Analytical Comparison of Variance and Semivariance Capital Market Theories , 1979, Journal of Financial and Quantitative Analysis.

[112]  Peter C. Fishburn,et al.  Non-cooperative stochastic dominance games , 1978 .

[113]  Charles Ward,et al.  Stochastic Dominance and the Performance of U.K. Unit Trusts , 1980 .

[114]  Jack Meyer,et al.  Mean‐Variance Efficient Sets and Expected Utility , 1979 .

[115]  Haim Levy,et al.  Multi-Period Consumption Decision under Conditions of Uncertainty , 1976 .

[116]  J. Michael Harrison,et al.  Some Stochastic Bounds for Dams and Queues , 1977, Math. Oper. Res..

[117]  Orval M. Klose,et al.  Bounds for the Variance of the Mann-Whitney Statistic , 1957 .

[118]  Josef Hadar,et al.  Stochastic dominance and diversification , 1971 .

[119]  Richard R. Nelson,et al.  Factor Price Changes and Factor Substitution in an Evolutionary Model , 1975 .

[120]  P. A. P. Moran,et al.  Two-Sided Inequalities for Waiting Time and Queue Size Distributions in $GI/G/1$ , 1968 .

[121]  Hans Schneeweiß.  Note on two dominance principles in decision theory , 1968, Unternehmensforschung.

[122]  Teturo Kamae,et al.  Stochastic Partial Ordering , 1978 .

[123]  H. Leland..  Theory of the Firm Facing Uncertain Demand , 1972 .

[124]  Vijay S. Bawa,et al.  The effect of limited information and estimation risk on optimal portfolio diversification , 1977 .

[125]  John S. Hammond,et al.  Evaluating and Comparing Projects: Simple Detection of False Alarms , 1979 .

[126]  M. A. Girshick,et al.  Theory of games and statistical decisions , 1955 .

[127]  Leigh Tesfatsion,et al.  Stochastic Dominance and the Maximization of Expected Utility , 1976 .

[128]  V. Bawa.  OPTIMAL, RULES FOR ORDERING UNCERTAIN PROSPECTS+ , 1975 .

[129]  Menachem Brenner,et al.  The Optimal Duration of Growth Investments and Search , 1979 .

[130]  Richard C. Burgess,et al.  An Empirical Examination of Index Efficiency: Implications for Index Funds , 1978 .

[131]  G. O'Brien.  Inequalities for queues with dependent interarrival and service times , 1975 .

[132]  Peter C. Fishburn,et al.  Stochastic Dominance Without Transitive Preferences , 1978 .

[133]  Vijay S. Bawa,et al.  Stochastic dominance, efficiency, and separation in financial markets , 1981 .

[134]  Jean-Jacques Laffont,et al.  Risk, stochastic preference, and the value of information: A comment , 1976 .

[135]  Tae Kun Seo,et al.  Admissible Sets of Utility Functions in Expected Utility Maximization , 1978 .

[136]  S. Sherman.  On a Theorem of Hardy, Littlewood, Polya, and Blackwell. , 1951, Proceedings of the National Academy of Sciences of the United States of America.

[137]  Steven A. Lippman,et al.  Job search in a dynamic economy , 1976 .

[138]  Jack A. Meyer,et al.  Choice among distributions , 1977 .

[139]  S. Karlin.  Dynamic Inventory Policy with Varying Stochastic Demands , 1960 .

[140]  M. L. Eaton,et al.  Reflection Groups, Generalized Schur Functions, and the Geometry of Majorization , 1977 .

[141]  Tae Kun Seo,et al.  Gains from Diversification , 1977 .

[142]  J. Keilson,et al.  Monotone matrices and monotone Markov processes , 1977 .

[143]  J. Stiglitz,et al.  Increases in risk and in risk aversion , 1974 .

[144]  R. G. Vickson,et al.  Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables , 1975 .

[145]  Samuel Karlin,et al.  Some inequalities for generalized concave functions , 1975 .

[146]  E. Lehmann.  Testing Statistical Hypotheses , 1960 .

[147]  William H. Jean.  Comparison of Moment and Stochastic Dominance Ranking Methods , 1975 .

[148]  R. G. Vickson,et al.  OF FINANCIAL AND QUANTITATIVE ANALYSIS DECEMBER 1975 STOCHASTIC DOMINANCE FOR DECREASING ABSOLUTE RISK AVERSION , 2009 .

[149]  John C. Fellingham,et al.  Stochastic dominance and information value , 1979 .

[150]  R. Litzenberger,et al.  On Mean Variance Models of Capital Structure and the Absurdity of Their Predictions , 1977, Journal of Financial and Quantitative Analysis.

[151]  Steven A. Lippman,et al.  The Economics of Job Search: A Survey: Part I , 1976 .

[152]  Peter C. Fishburn,et al.  Evaluative comparisons of distributions of a social variable: Ordering methods , 1979 .

[153]  Ilan Vertinsky,et al.  On Multiperiod Stochastic Dominance , 1978, Journal of Financial and Quantitative Analysis.

[154]  W. Whitt.  A Note on the Influence of the Sample on the Posterior Distribution , 1979 .

[155]  M. Sarnat,et al.  A NOTE ON THE PREDICTION OF PORTFOLIO PERFORMANCE FROM EX POST DATA , 1972 .

[156]  Haim Levy,et al.  Stochastic Dominance among Log-Normal Prospects , 1973 .

[157]  Frank Proschan,et al.  Mean life of series and parallel systems , 1970, Journal of Applied Probability.

[158]  Richard B. Darlington,et al.  Comparing two groups by simple graphs. , 1973 .

[159]  Peter C. Fishburn,et al.  Stochastic Dominance and Moments of Distributions , 1980, Math. Oper. Res..

[160]  Stephen J. Brown,et al.  Estimation risk and optimal portfolio choice , 1980 .

[161]  Haim Levy,et al.  Stochastic Dominance, Efficiency Criteria, and Efficient Portfolios: The Multi-Period Case , 1973 .

[162]  K. Arrow.  Essays in the theory of risk-bearing , 1958 .

[163]  Gregory J. Werden,et al.  Returns to Scale From Random Factor Services: Existence and Scope , 1979 .

[164]  W. Whitt.  Uniform conditional stochastic order , 1980 .

[165]  Vijay S. Bawa,et al.  Mathematical Programming of Admissible Portfolios , 1977 .

[166]  Bezalel Peleg,et al.  Efficient random variables , 1975 .

[167]  Peter J. Barry,et al.  RISK EFFICIENCY USING STOCHASTIC DOMINANCE AND EXPECTED GAIN‐CONFIDENCE LIMITS , 1978 .

[168]  R. G. Vickson,et al.  On the Relative Effectiveness of Stochastic Dominance Rules: Extension to Decreasingly Risk-Averse Utility Functions , 1977, Journal of Financial and Quantitative Analysis.

[169]  S. Karlin,et al.  The Theory of Decision Procedures for Distributions with Monotone Likelihood Ratio , 1956 .

[170]  Vijay S. Bawa,et al.  Abstract: Capital Market Equilibrium in a Mean-Lower Partial Moment Framework , 1977, Journal of Financial and Quantitative Analysis.

[171]  Josef Hadar.  Stochastic dominance for ranking ventures: Comments and extensions , 1976 .

[172]  O. Maurice Joy,et al.  OF FINANCIAL AND QUANTITATIVE ANALYSIS January 1974 STOCHASTIC DOMINANCE AND MUTUAL FUND PERFORMANCE , 2009 .

[173]  Kurt Nawrotzki,et al.  Eine Monotonieeigenschaft zufälliger Punktfolgen , 1962 .

[174]  I. Olkin,et al.  MONOTONICITY OF RATIOS OF MEANS AND OTHER APPLICATIONS OF MAJORIZATION , 1965 .

[175]  Haim Levy,et al.  Efficiency Analysis with Borrowing and Lending: Criteria and Their Effectiveness , 1979 .

[176]  Ingram Olkin,et al.  Monotonicity properties of Dirichlet integrals with applications to the multinomial distribution and the analysis of variance , 1972 .

[177]  Roger P. Bey.  MEAN-VARIANCE, MEAN-SEMIVARIANCE, AND DCF ESTIMATES OF A PUBLIC UTILITY'S COST OF EQUITY , 1979 .

[178]  Vijay S. Bawa,et al.  Safety-First, Stochastic Dominance, and Optimal Portfolio Choice , 1978, Journal of Financial and Quantitative Analysis.

[179]  Richard C. Burgess,et al.  An Effective Algorithm for Estimating Stochastic Dominance Efficient Sets , 1979 .

[180]  A. Saunders,et al.  The British investor's gains from international portfolio investment , 1981 .

[181]  Keith H. Johnson,et al.  The Effects of Sample Sizes on the Accuracy of EV and SSD Efficiency Criteria , 1975, Journal of Financial and Quantitative Analysis.

[182]  Jack A. Meyer,et al.  Second Degree Stochastic Dominance with Respect to a Function , 1977 .

[183]  David P. Baron,et al.  FIRM VALUATION, CORPORATE TAXES, AND DEFAULT RISK , 1975 .

[184]  Mukhtar M. Ali.  Stochastic dominance and portfolio analysis , 1975 .

[185]  William T. Ziemba,et al.  Solving Nonlinear Programming Problems with Stochastic Objective Functions , 1972, Journal of Financial and Quantitative Analysis.

[186]  Richard B. Westin,et al.  Note--A Note on First-Degree Stochastic Dominance and Portfolio Composition , 1975 .

[187]  Leroy D. Brooks,et al.  Stochastic Dominance Tests for Selecting Acceptable Debt Issuance Strategies , 1975 .

[188]  Herbert E. Phillips,et al.  Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: A Comment , 1975 .

[189]  B. Stone.  A GENERAL CLASS OF THREE-PARAMETER RISK MEASURES , 1973 .

[190]  James R. Wart,et al.  Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply , 1975, Journal of Financial and Quantitative Analysis.

[191]  Ingram Olkin,et al.  Majorization in Multivariate Distributions , 1974 .

[192]  S. Tsiang.  The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money , 1972 .

[193]  T. Kamae,et al.  Stochastic Inequalities on Partially Ordered Spaces , 1977 .

[194]  Vijay S. Bawa,et al.  ADMISSIBLE PORTFOLIOS FOR ALL INDIVIDUALS , 1976 .

[195]  Peter C. Fishburn,et al.  Majority voting on risky investments , 1974 .

[196]  Karl Borch.  Expected utility expressed in terms of moments , 1973 .

[197]  H. Schneeweiß,et al.  Entscheidungskriterien bei Risiko , 1967 .

[198]  H. B. Mann,et al.  On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other , 1947 .

[199]  J. Neumann,et al.  Theory of games and economic behavior , 1945, 100 Years of Math Milestones.

[200]  Øyvind Bøhren,et al.  Capital Budgeting with Unspecified Discount Rates , 1980 .

[201]  Haim Levy,et al.  The definition of risk: An extension , 1977 .

[202]  D. Blackwell.  Comparison of Experiments , 1951 .

[203]  R. Burr Porter,et al.  An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria , 1973, Journal of Financial and Quantitative Analysis.

[204]  Meir G. Kohn,et al.  The theory of search , 1974 .

[205]  D. Sonderman.  Comparing multi-server queues with finite waiting rooms, I: Same number of servers , 1979, Advances in Applied Probability.

[206]  Gerald J. LaCava.  IMPROVING THE MEAN-VARIANCE CRITERION USING STOCHASTIC DOMINANCE , 1976 .

[207]  Shelby L. Brumelle.  When Does Diversification between Two Investments Pay , 1974 .

[208]  Haim Levy,et al.  Portfolio Selection and Investors' Utility: a Graphical Analysis , 1970 .

[209]  Stylianos Perrakis,et al.  Identifying the SSD Portion of the EV Frontier: A Note , 1978, Journal of Financial and Quantitative Analysis.

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[211]  Haim Levy,et al.  TWO‐PERIOD PORTFOLIO SELECTION AND INVESTORS' DISCOUNT RATES , 1971 .

[212]  M. Rothschild,et al.  Some further results on the measurement of inequality , 1973 .

[213]  Vijay S. Bawa,et al.  The effect of estimation risk on optimal portfolio choice , 1976 .

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[218]  F. Proschan,et al.  Stochastic Comparisons of Random Processes, with Applications in Reliability, , 1973 .

[219]  Ward Whitt.  On Stochastic Bounds for the Delay Distribution in the GI/G/s Queue , 1981, Oper. Res..

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[221]  Joseph E. Stiglitz,et al.  Risk Aversion and Wealth Effects on Portfolios with Many Assets , 1972 .

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[223]  I. Olkin,et al.  Inequalities: Theory of Majorization and Its Applications , 1980 .

[224]  Michael Hoel,et al.  Resource Extraction, Uncertainty, and Learning , 1978 .

[225]  David P. Baron,et al.  ON THE UTILITY THEORETIC FOUNDATIONS OF MEAN‐VARIANCE ANALYSIS , 1977 .

[226]  G. I. Kalmykov.  On the Partial Ordering of One-Dimensional Markov Processes , 1962 .

[227]  Leonard J. Mirman,et al.  Risk aversion with many commodities , 1974 .

[228]  V. Strassen.  The Existence of Probability Measures with Given Marginals , 1965 .

[229]  R. G. Vickson,et al.  Stochastic Orderings from Partially Known Utility Functions , 1977, Math. Oper. Res..

[230]  Vijay S. Bawa,et al.  Portfolio choice and equilibrium in capital markets with safety-first investors , 1977 .

[231]  R Burr Porter,et al.  A comparison of stochastic dominance and stochastic programming , 1974 .

[232]  Bezalel Gavish.  A relaxation algorithm for building undominated portfolios , 1977 .

[233]  Mukhtar M. Ali.  Stochastic Ordering and Kurtosis Measure , 1974 .

[234]  Ward Whitt,et al.  The effect of variability in the GI/G/s queue , 1980, Journal of Applied Probability.

[235]  S. Ross.  The arbitrage theory of capital asset pricing , 1976 .

[236]  Martin P. Loeb,et al.  Mean-variance vs. stochastic dominance some empirical findings on efficient sets , 1977 .

[237]  William H. Jean.  The Geometric Mean and Stochastic Dominance , 1980 .

[238]  Abe Sklar,et al.  Random variables, joint distribution functions, and copulas , 1973, Kybernetika.

[239]  Haim Levy,et al.  A Note on Portfolio Selection and Investors' Wealth , 1971, Journal of Financial and Quantitative Analysis.

[240]  Ward Whitt.  The Stationary Distribution of a Stochastic Clearing Process , 1981, Oper. Res..

[241]  R Burr Porter,et al.  Semivariance and Stochastic Dominance: A Comparison , 1974 .

[242]  Vijay S. Bawa,et al.  An Efficient Algorithm to Determine Stochastic Dominance Admissible Sets , 1979 .