1 On Determination of Stochastic Dominance Optimal Sets

Vijay S. Bawa, James N. Bodurtha Jr., M. R. Rao and Hira L. Suri
The Journal of Finance
Vol. 40, No. 2 (Jun., 1985), pp. 417-431
(article consists of 15 pages)
Published by: Blackwell Publishing for the American Finance Association
Stable URL: http://www.jstor.org/stable/2327893

2 Stochastic Dominance, Efficiency Criteria, and Efficient Portfolios: The Multi-Period Case

Haim Levy
The American Economic Review
Vol. 63, No. 5 (Dec., 1973), pp. 986-994
(article consists of 9 pages)
Published by: American Economic Association
Stable URL: http://www.jstor.org/stable/1813922

3 An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria
R. Burr Porter
Journal of Financial and Quantitative Analysis (1973), 8 : pp 587-608
Copyright © School of Business Administration, University of Washington 1973
DOI: 10.2307/2329826 (About DOI)
Published online: 19 October 2009
http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=6314012

4 Continua of stochastic dominance relations for unbounded probability distributions

Peter C. Fishburn
Journal of Mathematical Economics
Volume 7, Issue 3, December 1980, Pages 271-285
http://www.sciencedirect.com/science/article/pii/0304406880900130