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Stochastic dominance with linear partial information

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  • Pearman, A. D.
  • Kmietowicz, Z. W.

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  • Pearman, A. D. & Kmietowicz, Z. W., 1986. "Stochastic dominance with linear partial information," European Journal of Operational Research, Elsevier, vol. 23(1), pages 57-63, January.
    • Handle: RePEc:eee:ejores:v:23:y:1986:i:1:p:57-63
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    Cited by:

    1. Thierry Post & Valerio Potì, 2017. "Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood," Management Science, INFORMS, vol. 63(1), pages 153-165, January.
    2. Kim, Soung Hie & Choi, Sang Hyun & Kim, Jae Kyeong, 1999. "An interactive procedure for multiple attribute group decision making with incomplete information: Range-based approach," European Journal of Operational Research, Elsevier, vol. 118(1), pages 139-152, October.
    3. Podinovski, Vladislav V., 2014. "Decision making under uncertainty with unknown utility function and rank-ordered probabilities," European Journal of Operational Research, Elsevier, vol. 239(2), pages 537-541.
    4. Park, Kyung Sam & Kim, Soung Hie, 1997. "Tools for interactive multiattribute decisionmaking with incompletely identified information," European Journal of Operational Research, Elsevier, vol. 98(1), pages 111-123, April.
    5. Liesiö, Juuso & Xu, Peng & Kuosmanen, Timo, 2020. "Portfolio diversification based on stochastic dominance under incomplete probability information," European Journal of Operational Research, Elsevier, vol. 286(2), pages 755-768.

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