1 Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities
Michel Denuit,Louis Eeckhoudt
Decision Analysis archive
Volume 7 Issue 3, September 2010
INFORMS Institute for Operations Research and the Management Sciences (INFORMS), Linthicum, Maryland, USA
http://portal.acm.org/citation.cfm?id=1858309
2 From Benchmarks to Generalised Expectations
Erio Castagnoli and Gino Favero
Preferences and Decisions
Studies in Fuzziness and Soft Computing, 2010, Volume 257/2010, 31-51, DOI: 10.1007/978-3-642-15976-3_3
http://www.springerlink.com/content/f5h13n477115278l/
3 Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
Simone Farinellia, , Manuel Ferreirab, , Damiano Rosselloc, , Markus Thoenyb, and Luisa Tibilettid, ,
Journal of Banking & Finance
Volume 32, Issue 10, October 2008, Pages 2057-2063
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VCY-4RGM0S8-C&_user=10&_coverDate=10%2F31%2F2008&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1755990771&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=ddad8f47ac06ff31b9aaac2173a3ccc0&searchtype=a