Stochastic dominance in an ordinal world
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Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 93 (1996)
Issue (Month): 3 (September)
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- Levy, Haim, 1985. " Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach," Journal of Finance, American Finance Association, vol. 40(4), pages 1197-1217, September.
- Meyer, Jack, 1977. "Further Applications of Stochastic Dominance to Mutual Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(02), pages 235-242, June.
- Whitmore, G A, 1970. "Third-Degree Stochastic Dominance," American Economic Review, American Economic Association, vol. 60(3), pages 457-59, June.
- Haim Levy, 1992. "Stochastic Dominance and Expected Utility: Survey and Analysis," Management Science, INFORMS, vol. 38(4), pages 555-593, April.
- Ben-Horim, Moshe & Lévy, Haim, 1984. "Stochastic dominance and parameter estimation: The case of symmetric stable distributions," Insurance: Mathematics and Economics, Elsevier, vol. 3(2), pages 133-138, April.
- Chrysanthi Hatzimasoura & Christopher J. Bennett, 2011. "Poverty Measurement with Ordinal Data," Working Papers 2011-14, The George Washington University, Institute for International Economic Policy.
- Giulio D’Epifanio, 2009. "Implicit Social Scaling from an Institutional Perspective," Social Indicators Research, Springer, vol. 94(2), pages 203-212, November.
- Kircher, Philipp & Sandroni, Alvaro & Ludwig, Sandra, 2009. "Fairness: A Critique to the Utilitarian Approach," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 288, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
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