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Research Bibliography—Stochastic Dominance: A Research Bibliography

Vijay S. Bawa
Vijay S. Bawa
University of Texas at Austin and Bell Labs., Murray Hill, NJ
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University of Texas at Austin and Bell Labs., Murray Hill, NJ

Published Online:1 Jun 1982https://doi.org/10.1287/mnsc.28.6.698

Abstract

About 400 publications, working papers and books are included in this bibliography on Stochastic Dominance. It contains an exhaustive listing of papers that are either basic contributions to this subject or primarily concerned with applications of the Stochastic Dominance concepts. It also contains selective listing of papers from finance, economics, mathematics, mathematical physics, mathematical psychology, operations research and statistics literature to illustrate the wide applicability of Stochastic Dominance concepts.

Cited by
- Characterizing Fractional-Degree Stochastic Dominance by Invariance Laws
  Tiantian Mao,
  Ruodu Wang,
  Lin Zhao
  9 March 2026 | Decision Analysis, Vol. 0, No. 0
- Expected scalarised returns dominance: a new solution concept for multi-objective decision making
  5 July 2022 | Neural Computing and Applications, Vol. 37, No. 19
- Data-Driven Optimization with Distributionally Robust Second Order Stochastic Dominance Constraints
  Chun Peng,
  Erick Delage
  22 November 2022 | Operations Research, Vol. 72, No. 3
- Discrete Analogue of Fishburn’s Fractional-Order Stochastic Dominance
  7 June 2023 | Axioms, Vol. 12, No. 6
- Fraction-Degree Reference Dependent Stochastic Dominance
  2 March 2022 | Methodology and Computing in Applied Probability, Vol. 24, No. 2
- Image based statistical process monitoring via partial first order stochastic dominance
  3 December 2021 | Quality Engineering, Vol. 34, No. 1
- Evaluating the Efficiency of Portfolio-Hedging Strategies by Incorporating Third Degree Stochastic Dominance Criteria and Data Envelopment Analysis
- Fractional Degree Stochastic Dominance
  Rachel J. Huang,
  Larry Y. Tzeng,
  Lin Zhao
  13 March 2020 | Management Science, Vol. 66, No. 10
- A REVIEW OF STOCHASTIC DOMINANCE METHODS FOR POVERTY ANALYSIS
  7 August 2019 | Journal of Economic Surveys, Vol. 33, No. 5
- Ergodic optimization in dynamical systems
  24 January 2018 | Ergodic Theory and Dynamical Systems, Vol. 39, No. 10
- The understanding of dependence structure measurement: evidence from natural rubber imports of ASEAN
  Journal of Physics: Conference Series, Vol. 1324, No. 1
- Violations of dominance in decision-making
  18 March 2019 | Business Research, Vol. 12, No. 1
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach
  16 October 2019
- First-order dominance: stronger characterization and a bivariate checking algorithm
  2 December 2017 | Mathematical Programming, Vol. 173, No. 1-2
- Competitive balance in a quasi-double knockout tournament
  4 October 2017 | Applied Economics, Vol. 50, No. 18
- Effectiveness of the water resources allocation institution in Tunisia
  6 February 2018 | Water Policy, Vol. 20, No. 2
- Profitability and risk profile of reverse mortgages: A cross-system and cross-plan comparison
  Insurance: Mathematics and Economics, Vol. 78
- Risk
  15 February 2018
- Utility Theory and Decision Theory
  15 February 2018
- Terrorist choice: a stochastic dominance and prospect theory analysis
  22 April 2015 | Defence and Peace Economics, Vol. 28, No. 2
- The Ebbing of Accrual Accounting
  SSRN Electronic Journal, Vol. 22
- An Econometric Approach to Incorporating Non-Normality in VaR Measurement
  Journal of Mathematical Finance, Vol. 06, No. 01
- A Paradox in the Markowitz Mean-Variance Model with Transaction Costs
  SSRN Electronic Journal, Vol. 453
- Stochastic Ordering: Theory and Overview
  29 September 2014
- Risk behavior for gain, loss, and mixed prospects
  5 October 2013 | Theory and Decision, Vol. 77, No. 2
- An extension of PROMETHEE with evidential evaluations
- STOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTS
  10 August 2012 | International Journal of Theoretical and Applied Finance, Vol. 15, No. 05
- Differentiated risk models in portfolio optimization: a comparative analysis of the degree of diversification and performance in the São Paulo Stock Exchange (BOVESPA)
  28 June 2012 | Pesquisa Operacional, Vol. 32, No. 2
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements
  11 April 2012 | Annals of Operations Research, Vol. 196, No. 1
- Risk and uncertainty analysis in the planning stages of a risk decision-making process
  10 February 2012 | Natural Hazards, Vol. 61, No. 3
- Crossing points of distributions and a theorem that relates them to second order stochastic dominance
  Statistics & Probability Letters, Vol. 82, No. 4
- Time–Varying Dynamics and Asymmetric Effects of the Fama–French Factor Betas
  SSRN Electronic Journal, Vol. 15
- Large and small baseload power plants: Drivers to define the optimal portfolios
  Energy Policy, Vol. 39, No. 12
- Stochastic Ordering of Semi-Markov Processes
- The mass transfer approach to multivariate discrete first order stochastic dominance: Direct proof and implications
  Journal of Mathematical Economics, Vol. 46, No. 6
- Decision under risk: incomplete information and multiple objectives
  8 July 2010
- Building a binary outranking relation in uncertain, imprecise and multi-experts contexts: The application of evidence theory
  International Journal of Approximate Reasoning, Vol. 50, No. 8
- The First Belief Dominance: A New Approach in Evidence Theory for Comparing Basic Belief Assignments
- Liquidity as a Decision Criterion
- Making Inefficient Market Indices Efficient
  SSRN Electronic Journal, Vol. 40
- Risk
  17 August 2017
- Risk
  25 March 2017
- Spatial energy market risk analysis using the semivariance risk measure
  International Journal of Electrical Power & Energy Systems, Vol. 29, No. 8
- Stochastic Ordering
  15 August 2006
- Fuzzy Dominance Based on Credibility Distributions
- Stochastic Ordering
  15 October 2004
- Efficient Diversification According to Stochastic Dominance Criteria
  Timo Kuosmanen,
  1 October 2004 | Management Science, Vol. 50, No. 10
- Preference and veto thresholds in multicriteria analysis based on stochastic dominance
  European Journal of Operational Research, Vol. 158, No. 2
- Frontiers of Stochastically Nondominated Portfolios
  Econometrica, Vol. 71, No. 4
- Stochastic Orders in Reliability Theory
- Spatial energy market risk analysis. I. An introduction to downside risk measures
- Dual Stochastic Dominance and Related Mean-Risk Models
  SIAM Journal on Optimization, Vol. 13, No. 1
- MARGINAL CONDITIONAL STOCHASTIC DOMINANCE, STATISTICAL INFERENCE, AND MEASURING PORTFOLIO PERFORMANCE
  27 August 2014 | Journal of Financial Research, Vol. 24, No. 2
- Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
  SIAM Review, Vol. 43, No. 1
- Third Degree Stochastic Dominance and Mean-Risk Analysis
  Jun-ya Gotoh,
  Hiroshi Konno,
  1 February 2000 | Management Science, Vol. 46, No. 2
- From stochastic dominance to mean-risk models: Semideviations as risk measures
  European Journal of Operational Research, Vol. 116, No. 1
- Ordering risks: Expected utility theory versus Yaari's dual theory of risk
  Insurance: Mathematics and Economics, Vol. 22, No. 2
- Net Health Benefits
  1 April 1998 | Medical Decision Making, Vol. 18, No. 2_suppl
- Increasing Risk: Some Direct Constructions
  Journal of Risk and Uncertainty, Vol. 14, No. 2
- Stochastic dominance tests for ranking alternatives under ambiguity
  European Journal of Operational Research, Vol. 95, No. 1
- A Note on the Normalized Errors in ARCH and Stochastic Volatility Models
  11 February 2009 | Econometric Theory, Vol. 12, No. 1
- Performance-Messung ohne Rückgriff auf kapitalmarkttheoretische Renditeerwartungsmodelle
  1 January 1995 | Credit and Capital Markets – Kredit und Kapital, Vol. 28, No. 1
- The short-run shutdown decision when output price and initial wealth are random
  European Journal of Operational Research, Vol. 73, No. 1
- On Atkinson’s Index and Consensus in Rankings of Income Distributions
- Chapter 39 Utility and subjective probability
- A test for second order stochastic dominance
  23 December 2010 | Communications in Statistics - Theory and Methods, Vol. 22, No. 7
- Linear‐quadratic efficient frontiers for portfolio optimization
  1 September 2006 | Applied Stochastic Models and Data Analysis, Vol. 8, No. 3
- Risk Averse Decisions in Business Planning
  7 June 2007 | Decision Sciences, Vol. 23, No. 4
- R
- S
- Measuring Uncertainty and Risk in Cims Environments
- The Application of Multivariate Stochastic Dominance Criteria to Agricultural Economic Problems
  13 November 2008 | Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Vol. 39, No. 2
- Lorenz ranking of income distributions
  Statistical Papers, Vol. 31, No. 1
- Flexible manufacturing systems evaluation: An alternative approach
  International Journal of Flexible Manufacturing Systems, Vol. 2, No. 3
- Economic and financial simulation for small business: A discussion of the small business economic, risk, and tax simulator
  1 April 1990 | SIMULATION, Vol. 54, No. 4
- Multivariate decision-making under risk aversion
  Journal of Economic Theory, Vol. 50, No. 1
- Data-Based Dominance
  American Journal of Mathematical and Management Sciences, Vol. 10, No. 3-4
- Risk
- Stochastic Dominance
- Utility Theory and Decision Theory
- References
- Stochastic dominance with incomplete information on probabilities
  European Journal of Operational Research, Vol. 43, No. 3
- A new approach to modal split analysis: Some empirical results
  Transportation Research Part B: Methodological, Vol. 23, No. 1
- Stochastic Dominance in Nonlinear Utility Theory
- Aversion to one risk in the presence of others
  Journal of Risk and Uncertainty, Vol. 1, No. 4
- Moment Orderings and Stochastic Dominance Tests
  7 December 2006 | Journal of Business Finance & Accounting, Vol. 15, No. 4
- Economic evaluation and analysis of flexible manufacturing systems
  Engineering Costs and Production Economics, Vol. 12, No. 1-4
- Evaluating Flexible Manufacturing Systems
  IIE Transactions, Vol. 19, No. 2
- Risk
  26 November 2016
- Stochastic Dominance
  26 November 2016
- Utility Theory and Decision Theory
  24 December 2016
- The Association between Earnings' Yield and Market Returns: A Stochastic Dominance Analysis
  8 April 2009 | Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration, Vol. 3, No. 2
- Aggregation in Decisionmaking: A Unifying Approach
  1 August 1986 | Environment and Planning A: Economy and Space, Vol. 18, No. 8
- Estimation of error probabilities in stochastic dominance
  Journal of Statistical Computation and Simulation, Vol. 25, No. 1-2
- Stochastic Dominance: An Approach to Decision Making Under Risk
  29 May 2006 | Risk Analysis, Vol. 6, No. 1
- An algorithm for n th degree stochastic dominance
  31 August 2006 | Applied Stochastic Models and Data Analysis, Vol. 2, No. 1-2
- Multicriteria Decision Aid for the Management of Uncertainty
- A note on Bernoulli's principle and probability dominance
  Journal of Optimization Theory and Applications, Vol. 47, No. 1
- Stochastic Dominance: A Methodological Approach to Enhancing the Conceptual Foundations of Operations Management Theory
  The Academy of Management Review, Vol. 10, No. 1
- Stochastically minimizing the makespan in flow shops
  21 November 2006 | Naval Research Logistics Quarterly, Vol. 31, No. 4
- Dominance in SSB utility theory
  Journal of Economic Theory, Vol. 34, No. 1
- SSB Utility theory: an economic perspective
  Mathematical Social Sciences, Vol. 8, No. 1
- Some remarks on stochastic dominance
  Rivista di Matematica per le Scienze Economiche e Sociali, Vol. 7, No. 1-2
- Scelta tra alternative incerte con informazioni parziali sulle funzioni di utilità
  Rivista di Matematica per le Scienze Economiche e Sociali, Vol. 7, No. 1-2
- RISK‐RETURN ANALYSIS WITH PARTICULAR ATTENTION TO LARGE LOSSES AND SATISFACTORY GAINS
  7 June 2007 | Decision Sciences, Vol. 14, No. 3
- Book Reviews
  12 March 2012 | Journal of the American Statistical Association, Vol. 78, No. 382

Volume 28, Issue 6

June 1982

Pages 589-715

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Published Online:June 01, 1982

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Vijay S. Bawa, (1982) Research Bibliography—Stochastic Dominance: A Research Bibliography. Management Science 28(6):698-712.

https://doi.org/10.1287/mnsc.28.6.698

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Research Bibliography—Stochastic Dominance: A Research Bibliography

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Volume 28, Issue 6

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