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Concordance Measures and Second Order Stochastic Dominance ? Portfolio Efficiency Analysis

Robustness and bootstrap approaches to SSD portfolio efficiency testing

Stability of SSD portfolio efficiency - monthly versus yearly returns

Second order stochastic dominance constraints in decision dependent randomness portfolio optimization problems

How Tight is the Necessary Condition for the Second-order Stochastic Dominance?

Comparison of various approaches to portfolio efficiency

Dynamic portfolio optimization under robust second order stochastic dominance model

Optimal Value of Loans via Stochastic Programming

DEA-risk efficiency of stock indices

Out-of-sample SSD efficiency of mean-CVaR efficient portfolios