On consistency of stochastic dominance and mean–semideviation models

Probability and Measure.

PE, P. Billingsley · Journal of the American Statistical Association · 1996 · 6.7K citations

Natural Sciences, Mathematics, Derivatives +16

Inequalities: Theory of Majorization and its Applications.

Barry C. Arnold, Albert W. Marshall, Ingram Olkin · Journal of the American Statistical Association · 1981 · 5K citations

Natural Sciences, Mathematics, Optimization +14

Increasing risk: I. A definition

Michael Rothschild, Joseph E. Stiglitz · Journal of Economic Theory · 1970 · 3.9K citations

Business, Risk Management, Risk Analysis +8

Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market

Hiroshi Konno, Hiroaki Yamazaki · Management Science · 1991 · 1.5K citations

Business, Economics, Finance +15

The Efficiency Analysis of Choices Involving Risk

Giora Hanoch, Haim Levy · The Review of Economic Studies · 1969 · 1.4K citations

Business, Business Economics, Economics +17