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Gains from diversification on convex combinations: A majorization and stochastic dominance approach. (2010). Wong, Wing-Keung ; Egozcue, Martin.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:200:y:2010:i:3:p:893-900.

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  1. Central moments, stochastic dominance, moment rule, and diversification with an application. (2022). Wong, Wing-Keung ; Guo, XU ; Chow, Sheung-Chi ; Chan, Raymond H.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922004611.

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  3. State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam. (2020). Wong, Wing-Keung ; Moslehpour, Massoud ; Ha, Tran Thai ; van Vo, Thi Thuy.
    In: Economies.
    RePEc:gam:jecomi:v:8:y:2020:i:2:p:46-:d:366698.

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  4. Portfolio diversification based on stochastic dominance under incomplete probability information. (2020). Kuosmanen, Timo ; Xu, Peng ; Liesio, Juuso.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:286:y:2020:i:2:p:755-768.

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  5. Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Tuong, Hoa Anh ; Tinh, Tran Trung ; Hau, Nguyen Huu.
    In: International Association of Decision Sciences.
    RePEc:ahq:wpaper:v:24:y:2020:i:1:p:28-69.

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  6. Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Hau, Nguyen Huu ; Tuong, Hoa Anh ; Tinh, Tran Trung.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:24:y:2020:i:1:p:28-69.

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  7. MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

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  8. Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung.
    In: Advances in Decision Sciences.
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  9. Big data, computational science, economics, finance, marketing, management, and psychology: connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1805.

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  10. Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180051.

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  11. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180024.

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  12. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180011.

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  13. Management Information, Decision Sciences, and Financial Economics: A Connection. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180004.

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  14. Why Are Warrant Markets Sustained in Taiwan but Not in China?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse.
    In: Sustainability.
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  15. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:112499.

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  16. Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, F.-T., ; Wong, W.-K., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:107291.

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  17. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:105878.

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  18. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:104260.

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  19. Management Information, Decision Sciences, and Financial Economics : a connection. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:104258.

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  20. DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:22:y:2018:i:1:p:36-94.

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  21. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. (2017). Wong, Wing-Keung ; Clark, Ephraim ; Qiao, Zhuo.
    In: MPRA Paper.
    RePEc:pra:mprapa:82888.

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  22. Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Wong, Wing-Keung ; Xiao, Zhijie.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:261:y:2017:i:2:p:666-678.

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  23. A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises. (2017). Wong, Wing-Keung ; McAleer, Michael ; Guo, Xu ; Zhu, Lixing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:346-358.

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  24. Management science, economics and finance: A connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1607.

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  25. Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160040.

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  26. A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises. (2016). Zhu, Lixing ; Wong, Wing-Keung ; McAleer, Michael ; Guo, Xu.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160003.

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  27. First Stochastic Dominance and Risk Measurement. (2016). Wong, Wing-Keung ; Niu, Cuizhen ; Zhu, Lixing.
    In: MPRA Paper.
    RePEc:pra:mprapa:75027.

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  28. Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets. (2016). Wong, Wing-Keung ; Lean, Hooi Hooi ; Lam, Kin .
    In: MPRA Paper.
    RePEc:pra:mprapa:74386.

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  29. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. (2016). Wong, Wing-Keung ; Clark, Ephraim ; Qiao, Zhuo.
    In: MPRA Paper.
    RePEc:pra:mprapa:74344.

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  30. Multivariate Stochastic Dominance for Risk Averters and Risk Seekers. (2016). Wong, Wing-Keung ; Guo, Xu.
    In: MPRA Paper.
    RePEc:pra:mprapa:70637.

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  31. Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:93113.

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  32. A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises. (2016). Zhu, Lixing ; Wong, Wing-Keung ; McAleer, Michael ; Guo, Xu.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:79730.

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  33. THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS. (2016). Wong, Wing-Keung ; Clark, Ephraim ; Qiao, Zhuo.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:54:y:2016:i:2:p:907-924.

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  34. Banks’ pooling of corporate debt: An application of the restated diversification theorem. (2015). Lundtofte, Frederik.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:249-263.

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  35. Analysis of protection and pricing strategies for digital products under uncertain demand. (2014). Avinadav, Tal ; Perlman, Yael ; Chernonog, Tatyana.
    In: International Journal of Production Economics.
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  36. Mean-risk analysis with enhanced behavioral content. (2014). Cillo, Alessandra ; Delquie, Philippe .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:239:y:2014:i:3:p:764-775.

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  37. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2013). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui.
    In: Tinbergen Institute Discussion Papers.
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  38. Banking Firm and Two-Moment Decision Making. (2013). Wong, Wing-Keung ; Wu, Mojia ; Broll, Udo.
    In: MPRA Paper.
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  39. The best estimation for high-dimensional Markowitz mean-variance optimization. (2013). Wong, Wing-Keung ; Li, Hua ; Bai, Zhidong.
    In: MPRA Paper.
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  40. Mean-Risk Analysis with Enhanced Behavioral Content. (2013). Cillo, Alessandra ; Delquie, Philippe .
    In: Working Papers.
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  41. The performance of commodity trading advisors: A mean-variance-ratio test approach. (2013). Wong, Wing-Keung ; Wang, Keyan ; Bai, Zhidong ; Phoon, Kok Fai.
    In: The North American Journal of Economics and Finance.
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  42. Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China. (2012). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong.
    In: Documentos de Trabajo del ICAE.
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  43. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2012). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui.
    In: Documentos de Trabajo del ICAE.
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  44. A New Pseudo-Bayesian Model of Investors Behavior in Financial Crises. (2012). Zhu, Lixing ; Wong, Wing-Keung ; Guo, Xu.
    In: MPRA Paper.
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  45. Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China. (2012). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong.
    In: KIER Working Papers.
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  46. An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment. (2012). Wong, Wing-Keung ; Leung, Pui-Lam .
    In: European Journal of Operational Research.
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  47. A Pseudo-Bayesian Model for Stock Returns In Financial Crises. (2011). Wong, Wing-Keung ; Siu, Tak Kuen ; Lam, Kin ; Fung, Eric S..
    In: JRFM.
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  48. The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test. (2011). Wong, Wing-Keung ; Wang, Keyan ; Bai, Zhidong.
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  49. Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
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  50. Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
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  51. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2010). Wong, Wing-Keung ; McAleer, Michael ; Bian, G..
    In: Econometric Institute Research Papers.
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  52. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2010). Wong, Wing-Keung ; McAleer, Michael ; Bian, G..
    In: Econometric Institute Research Papers.
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  53. Investor preferences for oil spot and futures based on mean-variance and stochastic dominance. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
    In: Econometric Institute Research Papers.
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  54. Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
    In: Econometric Institute Research Papers.
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  55. Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
    In: Energy Economics.
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  56. Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR. (2010). Wong, Wing-Keung ; Ma, Chenghu.
    In: European Journal of Operational Research.
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  57. Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
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  58. Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
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  59. Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
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  60. Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
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  61. GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS. (2009). Xiao, Jingliang ; Wong, Wing-Keung ; Brooks, Robert D.
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Documents in RePEc which have cited the same bibliography

  1. Portfolio choice algorithms, including exact stochastic dominance. (2024). Vinod, H D.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000967.

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  2. Stochastic dominance algorithms with application to mutual fund performance evaluation. (2023). S. V. D. Nageswara Rao, ; Venkataraman, Sree Vinutha.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:1:p:681-698.

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  3. .

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  4. Revisiting almost marginal conditional stochastic dominance. (2022). Tzeng, Larry Y ; Tsai, An-Mei ; Chen, Tzu-Ying.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:260-269.

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  5. Optimal portfolio choice for higher-order risk averters. (2022). Post, Thierry ; Fang, YI.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000292.

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  6. Is the index efficient? A worldwide tour with stochastic dominance. (2022). Xu, Xia ; le Courtois, Olivier ; Kolokolova, Olga.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000410.

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  7. Central moments, stochastic dominance, moment rule, and diversification with an application. (2022). Wong, Wing-Keung ; Guo, XU ; Chow, Sheung-Chi ; Chan, Raymond H.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922004611.

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  8. .

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  9. Interval-based stochastic dominance: theoretical framework and application to portfolio choices. (2021). Consigli, Giorgio ; Chen, Zhiping ; Liu, Jia.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:307:y:2021:i:1:d:10.1007_s10479-021-04231-9.

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  10. Nonparametric tests for Optimal Predictive Ability. (2021). Potì, Valerio ; Karabati, Selcuk ; Poti, Valerio ; Post, Thierry ; Arvanitis, Stelios.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:2:p:881-898.

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  11. Sufficient conditions for jth order stochastic dominance for discrete cardinal variables, and their formulae. (2021). Leo, Teng Wah ; Anderson, Gordon.
    In: Economics Letters.
    RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521004213.

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  12. New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H.
    In: Risk Management.
    RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9.

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  13. Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach. (2020). Nguyen, Duc Khuong ; Walther, Thomas ; Topaloglou, Nikolas.
    In: Working Papers.
    RePEc:ipg:wpaper:2020-009.

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  14. Robust optimization of forecast combinations. (2019). Karabati, Seluk ; Post, Thierry ; Arvanitis, Stelios.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:3:p:910-926.

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  15. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180024.

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  16. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180011.

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  17. Management Information, Decision Sciences, and Financial Economics: A Connection. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180004.

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  18. Increasing discriminatory power in well-being analysis using convex stochastic dominance. (2018). Anderson, Gordon ; Post, Thierry.
    In: Social Choice and Welfare.
    RePEc:spr:sochwe:v:51:y:2018:i:3:d:10.1007_s00355-018-1127-3.

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  19. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130.

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  20. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:112499.

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  21. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:105878.

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  22. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:104260.

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  23. Management Information, Decision Sciences, and Financial Economics : a connection. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:104258.

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  24. Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests. (2018). Kallio, Markku ; Hardoroudi, Nasim Dehghan.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:264:y:2018:i:2:p:675-685.

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  25. Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:206:y:2018:i:1:p:167-186.

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  26. DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:22:y:2018:i:1:p:36-94.

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  27. Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood. (2017). Potì, Valerio ; Post, Thierry ; Poti, Valerio.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:1:p:153-165.

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  28. Portfolio Choice Based on Third-Degree Stochastic Dominance. (2017). Kopa, Milo ; Post, Thierry.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:10:p:3381-3392.

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  29. Higher-degree stochastic dominance optimality and efficiency. (2017). Fang, YI ; Post, Thierry.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:261:y:2017:i:3:p:984-993.

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  30. Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160040.

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  31. Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:93113.

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  32. Measuring world governance: revisiting the institutions hypothesis. (2015). Pinar, Mehmet.
    In: Empirical Economics.
    RePEc:spr:empeco:v:48:y:2015:i:2:p:747-778.

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  33. Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance. (2015). Fang, YI ; Post, Thierry ; Kopa, Milo.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:7:p:1615-1629.

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  34. On relations between DEA-risk models and stochastic dominance efficiency tests. (2014). Branda, Martin ; Kopa, Milo.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:22:y:2014:i:1:p:13-35.

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  35. General linear formulations of stochastic dominance criteria. (2013). Kopa, Milo ; Post, Thierry.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:230:y:2013:i:2:p:321-332.

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  36. Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements. (2010). Lizyayev, Andrey .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100084.

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  37. Gains from diversification on convex combinations: A majorization and stochastic dominance approach. (2010). Wong, Wing-Keung ; Egozcue, Martin.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:200:y:2010:i:3:p:893-900.

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  38. Almost Stochastic Dominance and stocks for the long run. (2009). Levy, Moshe.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:194:y:2009:i:1:p:250-257.

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  39. Market-Based Supply Chain Coordination by Matching Suppliers Cost Structures with Buyers Order Profiles. (2008). Chen, Bintong ; Xia, YU ; Kouvelis, Panos.
    In: Management Science.
    RePEc:inm:ormnsc:v:54:y:2008:i:11:p:1861-1875.

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  40. Data envelopment analysis of mutual funds based on second-order stochastic dominance. (2008). Gutierrez, Ester ; Lozano, Sebastian.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:189:y:2008:i:1:p:230-244.

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  41. On the dual test for SSD efficiency: With an application to momentum investment strategies. (2008). Post, Thierry.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:185:y:2008:i:3:p:1564-1573.

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  42. Wanted: A Test for FSD Optimality of a Given Portfolio. (2005). Post, G. T..
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:6727.

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  43. Stochastic Efficiency Analysis With Risk Aversion Bounds: A Simplified Approach. (2003). Hardaker, Brian J. ; Lien, Gudbrand.
    In: Working Papers.
    RePEc:ags:uneewp:12954.

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  44. Testing for Stochastic Dominance with Diversification Possibilities. (2001). Post, G. T..
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:121.

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  45. A note on convex stochastic dominance. (1999). Wong, Wing-Keung ; Li, Chi-Kwong.
    In: Economics Letters.
    RePEc:eee:ecolet:v:62:y:1999:i:3:p:293-300.

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  46. EFFICIENCY CRITERIA AND RISK AVERSION: AN EMPIRICAL EVALUATION. (1988). Edwards, David M. ; McClendon, Ronald W. ; Szmedra, Phillip I. ; Wetzstein, Michael E..
    In: Southern Journal of Agricultural Economics.
    RePEc:ags:sojoae:29716.

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  47. STOCHASTIC DOMINANCE: THE STATE OF THE ART IN AGRICULTURAL ECONOMICS. (1986). Cochran, Mark J.
    In: Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida.
    RePEc:ags:rrsr86:271995.

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