Ma, Chenghu; Wong, Wing-Keung Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR. (English) Zbl 1206.91047 Eur. J. Oper. Res. 207, No. 2, 927-935 (2010). MSC: 91B30 91B06 PDFBibTeX XMLCite \textit{C. Ma} and \textit{W.-K. Wong}, Eur. J. Oper. Res. 207, No. 2, 927--935 (2010; Zbl 1206.91047) Full Text: DOI Link
Wong, W.-K.; Chan, R. H. Prospect and Markowitz stochastic dominance. (English) Zbl 1233.91098 Ann. Finance 4, No. 1, 105-129 (2008). MSC: 91B16 60E15 PDFBibTeX XMLCite \textit{W. K. Wong} and \textit{R. H. Chan}, Ann. Finance 4, No. 1, 105--129 (2008; Zbl 1233.91098) Full Text: DOI
Wong, Wing-Keung; Ma, Chenghu Preferences over location-scale family. (English) Zbl 1147.91042 Econ. Theory 37, No. 1, 119-146 (2008). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B70 91B16 91B28 PDFBibTeX XMLCite \textit{W.-K. Wong} and \textit{C. Ma}, Econ. Theory 37, No. 1, 119--146 (2008; Zbl 1147.91042) Full Text: DOI