1 Stochastic Dominance, Mean Variance, and Gini's Mean Difference
Shlomo Yitzhaki
The American Economic Review
Vol. 72, No. 1 (Mar., 1982), pp. 178-185
(article consists of 8 pages)
Published by:
American Economic Association
Stable URL:
http://www.jstor.org/stable/1808584
2 A Comparative Study of Gini's Mean Difference and Mean Variance in Portfolio Analysis
John Okunev
Accounting & Finance, 28: 1–15. doi: 10.1111/j.1467-629X.1988.tb00089.x
http://onlinelibrary.wiley.com/doi/10.1111/j.1467-629X.1988.tb00089.x/references
3 Empirical Tests for Stochastic Dominance Efficiency.
Post, T. (2003),
The Journal of Finance, 58: 1905–1932. doi: 10.1111/1540-6261.00592
http://onlinelibrary.wiley.com/doi/10.1111/1540-6261.00592/abstract