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The Geometric Mean and Stochastic Dominance

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  • Jean, William H
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    Article provided by American Finance Association in its journal Journal of Finance.

    Volume (Year): 35 (1980)
    Issue (Month): 1 (March)
    Pages: 151-58

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    Handle: RePEc:bla:jfinan:v:35:y:1980:i:1:p:151-58

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    Cited by:
    1. repec:ebl:ecbull:v:7:y:2007:i:2:p:1-9 is not listed on IDEAS
    2. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes," Economics Papers from University Paris Dauphine 123456789/12392, Paris Dauphine University.
    3. Louis Eeckhoudt & Harris Schlesinger & Ilia Tsetlin, 2008. "Apportioning of Risks via Stochastic Dominance," CESifo Working Paper Series 2467, CESifo Group Munich.
    4. Markus Haas, 2007. "Do investors dislike kurtosis?," Economics Bulletin, AccessEcon, vol. 7(2), pages 1-9.
    5. Huang, Rachel J., 2012. "Ambiguity aversion, higher-order risk attitude and optimal effort," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 338-345.
    6. Antonella Basso & Paolo Pianca, 1997. "On the relative efficiency of nth order and DARA stochastic dominance rules," Applied Mathematical Finance, Taylor & Francis Journals, vol. 4(4), pages 207-222.
    7. Silvia Figini & Paolo Giudici, 2013. "Measuring risk with ordinal variables," DEM Working Papers Series 032, University of Pavia, Department of Economics and Management.
    8. Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2013. "Moment Conditions for Almost Stochastic Dominance," MPRA Paper 51725, University Library of Munich, Germany.
    9. DENUIT, Michel M. & EECKHOUDT, Louis & SCHLESINGER, Harris, . "When Ross meets Bell: the linex utility function," CORE Discussion Papers RP -2496, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    10. Locatelli, Giorgio & Mancini, Mauro, 2011. "Large and small baseload power plants: Drivers to define the optimal portfolios," Energy Policy, Elsevier, vol. 39(12), pages 7762-7775.
    11. Moore, Robert E., 1996. "Ranking income distributions using the Geometric Mean and a related general measure," MPRA Paper 10171, University Library of Munich, Germany.
    12. Nocetti, Diego C., 2013. "The LeChatelier principle for changes in risk," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 460-466.

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