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Management Science
Volumn 46, Issue 6, 2000, Pages 870-873
A remark on third degree stochastic dominance
Author keywords

Third degree stochastic dominance
Indexed keywords

EID: 21644457527     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.46.6.870.11934     Document Type: Article
Times cited : (9)
References (7)
  • 1
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    • (1985) J. Financial Quant. Anal. , vol.20 , pp. 435-450
    • Booth, J.R.1
  • 2
    • 84974284984 scopus 로고
    • Stochastic dominance with a riskless asset: An imperfect market
    • Kroll, Y., H. Levy. 1979. Stochastic dominance with a riskless asset: An imperfect market. J. Financial Quant. Anal. 42 179-204.
    • (1979) J. Financial Quant. Anal. , vol.42 , pp. 179-204
    • Kroll, Y.1    Levy, H.2
  • 3
    • 33749141815 scopus 로고
    • A parametric approach to stochastic dominance-the lognormal case
    • Kroll, Y., H. Levy. 1986. A parametric approach to stochastic dominance-the lognormal case. Management Sci. 32(3) 283-288.
    • (1986) Management Sci. , vol.32 , Issue.3 , pp. 283-288
    • Kroll, Y.1    Levy, H.2
  • 4
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    • Ordering uncertain options with borrowing and lending
    • Levy, H., Y. Kroll. 1978. Ordering uncertain options with borrowing and lending. J. Finance 33 553-573.
    • (1978) J. Finance , vol.33 , pp. 553-573
    • Levy, H.1    Kroll, Y.2
  • 5
    • 0012184382 scopus 로고
    • Efficiency analysis with borrowing and lending: Criteria and their effectiveness
    • Levy, H., Y. Kroll. 1979. Efficiency analysis with borrowing and lending: Criteria and their effectiveness. Rev. Econom. Stat. 61(1) 125-130.
    • (1979) Rev. Econom. Stat. , vol.61 , Issue.1 , pp. 125-130
    • Levy, H.1    Kroll, Y.2
  • 6
    • 0001631126 scopus 로고
    • Stochastic dominance and expected utility: Survey and analysis
    • Levy, H. 1992. Stochastic dominance and expected utility: Survey and analysis. Management Sci. 38(4) 555-593.
    • (1992) Management Sci. , vol.38 , Issue.4 , pp. 555-593
    • Levy, H.1
  • 7
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    • A note on stochastic dominance and inequality measures
    • Muliere, P., M. Scarsini. 1989. A note on stochastic dominance and inequality measures. J. Econom. TJieory 49 314-323.
    • (1989) J. Econom. TJieory , vol.49 , pp. 314-323
    • Muliere, P.1    Scarsini, M.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.