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Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications
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The 63 checked references that resolve
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ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
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Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
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Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
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Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection
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Stochastic dominance and behavior towards risk: The market for Internet stocks
resolves10.1016/j.finmar.2004.08.001
International momentum strategies: a stochastic dominance approach
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Testing for stochastic dominance using the weighted McFadden-type statistic
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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
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A New Pseudo-Bayesian Model with Implications to Financial Anomalies and Investors’ Behaviors
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Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach
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The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
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A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
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On testing the equality of multiple Sharpe ratios, with application on the evaluation of iShares
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Consistent Testing for Stochastic Dominance under General Sampling Schemes
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Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
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Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
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Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio
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TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
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Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice
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A Monte Carlo investigation of some tests for stochastic dominance
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The 8 references without a DOI — listed, not checked
no DOI — not checkedref11
no DOI — not checkedDo Investors like to Diversify? A Study of Markowitz Preference, with Discussions on Prospect Preference
no DOI — not checkedref27
no DOI — not checkedApproximating Expected Utility by a Function of Mean and Variance
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no DOI — not checkedTwo Moment Decision Models and Expected Utility Maximization
no DOI — not checkedStochastic Dominance in Case of Portfolio Diversification: Linear Programming Tests
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