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Stochastic Dominance And Truncated Sample Data

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  • Moshe Ben-Horim

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  • Moshe Ben-Horim, 1990. "Stochastic Dominance And Truncated Sample Data," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(2), pages 105-116, June.
    • Handle: RePEc:bla:jfnres:v:13:y:1990:i:2:p:105-116
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1990.tb00541.x
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    References listed on IDEAS

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    1. Whitmore, G A, 1970. "Third-Degree Stochastic Dominance," American Economic Review, American Economic Association, vol. 60(3), pages 457-459, June.
    2. Mandelbrot, Benoit B, 1972. "Correction of an Error in "The Variation of Certain Speculative Prices" (1963)," The Journal of Business, University of Chicago Press, vol. 45(4), pages 542-543, October.
    3. G. Hanoch & H. Levy, 1969. "The Efficiency Analysis of Choices Involving Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(3), pages 335-346.
    4. Aharony, Joseph & Loeb, Martin, 1977. "Mean-variance vs. stochastic dominance some empirical findings on efficient sets," Journal of Banking & Finance, Elsevier, vol. 1(1), pages 95-102, June.
    5. Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
    6. Arad, Ruth W, 1980. "Parameter Estimation for Symmetric Stable Distribution," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 209-220, February.
    7. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
    8. Porter, R Burr & Gaumnitz, Jabk E, 1972. "Stochastic Dominance vs. Mean-Variance Portfolio Analysis: An Empirical Evaluation," American Economic Review, American Economic Association, vol. 62(3), pages 438-446, June.
    9. Kroll, Yoram & Levy, Haim, 1980. "Sampling Errors and Portfolio Efficient Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(3), pages 655-688, September.
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    1. Cenk Koçaş & Kivilcim Dogerlioglu-Demir, 2014. "An empirical investigation of consumers’ willingness-to-pay and the demand function: The cumulative effect of individual differences in anchored willingness-to-pay responses," Marketing Letters, Springer, vol. 25(2), pages 139-152, June.
    2. Alexandre Silva Oliveira & Paulo Sergio Ceretta & Daniel Pastorek, 2025. "An experiment with ANNs and Long-Tail Probability Ranking to Obtain Portfolios with Superior Returns," Computational Economics, Springer;Society for Computational Economics, vol. 65(4), pages 1819-1853, April.
    3. 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.

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