1 Stochastic dominance and diversification
Josef Hadar, William R Russell
Journal of Economic Theory
Volume 3, Issue 3, September 1971, Pages 288-305
http://www.sciencedirect.com/science/article/pii/002205317190024X
2 Testing for Second-Order Stochastic Dominance of Two Distributions
Amarjot Kaur, B.L.S. Prakasa Rao and Harshinder Singh
Econometric Theory (1994), 10 : pp 849-866
Copyright © Cambridge University Press 1994
DOI: 10.1017/S0266466600008884 (About DOI)
Published online: 11 February 2009
http://journals.cambridge.org/action/displayAbstract;jsessionid=FD3B242455B1F494BA682D24AE5FF988.journals?fromPage=online&aid=3178396