Efficient Portfolio Diversification according to Stochastic Dominance Criteria: Applications to Mixed-Asset Forest Portfolio Management and Environmentally.
Using Stochastic Dominance criteria in Data Envelopment Analysis of mutual funds Timo Kuosmanen Wageningen University, The Netherlands EURO / INFORMS joint.
Subjective Measures of Risk
Theory of Multi Objective Optimization Sawaragi
Asymptotic Tests 2003-9_paper
Overview of Quantitative Finance and Risk Management: Past, Present, and Future Frontier By Dr. Cheng-Few Lee Distinguished Professor, Rutgers University,
1 Lateral Thinking: Promising Path or Deceptive Deviation? A B Atkinson, Nuffield College, Oxford Cornell 2009.
1 Decentralised portfolio management: analysis of Australian accumulation funds Hazel Bateman (UNSW) Susan Thorp (UTS)
Testing Lexicographic Semi- Order Models: Generalizing the Priority Heuristic Michael H. Birnbaum California State University, Fullerton.
Testing Heuristic Models of Risky Decision Making Michael H. Birnbaum California State University, Fullerton.
Testing Critical Properties of Models of Risky Decision Making Michael H. Birnbaum Fullerton, California, USA Sept. 13, 2007 Luxembourg.
New Paradoxes of Risky Decision Making that Refute Prospect Theories Michael H. Birnbaum Fullerton, California, USA.
