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Optimizing Marginal Conditional Stochastic Dominance Portfolios

Gertsman, Gleb - 2018

Marginal Conditional Stochastic Dominance (MCSD) states the probabilistic conditions under which, given a specific portfolio, one risky asset is marginally preferred to another by all risk-averse investors. Furthermore, by increasing the share of dominating assets and reducing the share of...

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Estimating the market for tomatoes

Melnick, Rafi - In: American journal of agricultural economics 67 (1985) 3, pp. 573-582

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How does beta explain stochastic dominance efficiency?

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Hedging with stock index options : a mean-extended Gini approach

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Portfolio selection problems consistent with given preference orderings

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Farmland accumulation and prices

Shalit, Haim; Schmitz, Andrew - In: American journal of agricultural economics 64 (1982) 4, pp. 710-719

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Estimating stock market volatility using asymmetric GARCH models

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Consumer's surplus, price instability, and consumer welfare

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Orderings and probability functionals consistent with preferences

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On the optimal allocation of pesticides with increasing resistance: the case of Alfalfa Weevil

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