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Improved Portfolio Choice Using Second Order Stochastic Dominance

https://doi.org/10.2139/ssrn.1419926
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21/21 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 21 checked references that resolve
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Nonparametric Tests of Stochastic Dominance in Income Distributions
resolves10.1111/1468-0262.00390
Consistent Tests for Stochastic Dominance
resolves10.1016/j.ejor.2010.09.013
Making inefficient market indices efficient
resolves10.1111/1468-0262.00167
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
resolves10.1016/j.jbankfin.2004.05.027
Reward–risk portfolio selection and stochastic dominance
resolves10.1093/rfs/hhm075
Optimal Versus Naive Diversification: How Inefficient is the 1/ <i>N</i> Portfolio Strategy?
resolves10.1111/1540-6261.00580
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
resolves10.2469/faj.v48.n1.68
Portfolio Optimization in Practice
resolves10.1017/s0022109000004129
Optimal Portfolio Choice with Parameter Uncertainty
resolves10.1017/s0266466600008884
Testing for Second-Order Stochastic Dominance of Two Distributions
resolves10.2139/ssrn.1340863
An Efficient LP Test for SSD Portfolio Efficiency
resolves10.1287/mnsc.1040.0284
Efficient Diversification According to Stochastic Dominance Criteria
resolves10.1111/j.1467-937x.2005.00350.x
Consistent Testing for Stochastic Dominance under General Sampling Schemes
resolves10.1093/rfs/hhp099
Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection
resolves10.2139/ssrn.960940
Comparing Mean Variance Tests with Stochastic Dominance When Assessing International Portfolio Diversification Benefits
resolves10.2469/faj.v45.n1.31
The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?
resolves10.1016/s0377-2217(98)00167-2
From stochastic dominance to mean-risk models: Semideviations as risk measures
resolves10.1111/1540-6261.00592
Empirical Tests for Stochastic Dominance Efficiency
resolves10.1016/j.ejor.2013.04.015
General linear formulations of stochastic dominance criteria
resolves10.1093/rfs/hhi021
Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
resolves10.2307/1057156
Efficient Portfolios by Stochastic Dominance
The 5 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedMean-risk analysis with risk associated with below-target returns
no DOI — not checkedref19
no DOI — not checkedSemivariance and stochastic dominance: A comparison
no DOI — not checkedOn the dual test for SSD efficiency with an application to momentum investment strategies
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