1 Portfolio Selection Using Stochastic Dominance Criteria
John R. McNamara
Decision Sciences
Volume 29, Issue 4, pages 785–801, September 1998
http://onlinelibrary.wiley.com/doi/10.1111/j.1540-5915.1998.tb00877.x/abstract

2 A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion
Miloš Kopa and Thierry Post
Journal of Financial and Quantitative Analysis (2009), 44 : pp 1103-1124
Copyright © Michael G. Foster School of Business, University of Washington 2009
DOI: 10.1017/S0022109009990251 (About DOI)
Published online: 02 September 2009
http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=6631740

3 TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE

Edna Schechtman, Amit Shelef, Shlomo Yitzhaki and Ričardas Zitikis
Econometric Theory (2008), 24 : pp 1044-1062
Copyright © Cambridge University Press 2008
DOI: 10.1017/S0266466608080407 (About DOI)
Published online: 22 April 2008
http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=1906812

4 Portfolio construction based on stochastic dominance and target return distributions
Diana Roman, Ken Darby-Dowman and Gautam Mitra

Mathematical Programming
Volume 108, Numbers 2-3, 541-569, DOI: 10.1007/s10107-006-0722-8
http://www.springerlink.com/content/u7370j2771r132q7/