References
- Bekiros, S.D., and D.A. Georgoutsos. 2008. "The Extreme-Value Dependence of Asia-Pacific Equity Markets." Journal of Multinational Financial Management 18, no. 3: 197-208.
- Black, F. 1972. "Capital Market Equilibrium with Restricted Borrowing." Journal of Business 45, no. 3: 444-455.
- Chen, J.; C. Huang; M.-L. Wang; and J.-C. Cheng. 2010. "Information Effects During the U.S. Subprime Crisis: Evidence from the Asia-Pacific Region." Emerging Markets Finance & Trade 46, no. 1: 75-86.
- Comerton-Forde, C., and J. Rydge. 2006. "The Current State of Asia-Pacific Stock Exchanges: A Critical Review of Market Design." Pacific-Basin Finance Journal 14, no. 1: 1-32.
- Dupačová, J., and M. Kopa. 2012. "Robustness in Stochastic Programs with Risk Constraints." Annals of Operations Research 200, no. 1: 55-74.
- Dupačová, J., and M. Kopa. 2014. "Robustness of Optimal Portfolios Under Risk and Stochastic Dominance Constraints." European Journal of Operational Research 234, no. 2: 434-441.
- Fama, E. 1965. "The Behavior of Stock Market Prices." Journal of Business 38, no. 1: 34-105.
- Hadar, J., and W. Russell. 1969. "Rules for Ordering Uncertain Prospects." American Economic Review 59, no. 1: 25-34.
- Hamid, K.; T.M. Suleman; S.Z.A. Shah; and R.S.I. Akash. 2010. "Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Asia-Pacific Markets." International Research Journal of Finance and Economics 58: 121-133.
- Hanoch, G., and H. Levy. 1969. "The Efficiency Analysis of Choices Involving Risk." Review of Economic Studies 36, no. 107: 335-346.
- Hardy, G.H.; J.E. Littlewood; and G. Polya. 1934. Inequalities. Cambridge: Cambridge University Press.
- Kopa, M. 2010. "Measuring of Second-Order Stochastic Dominance Portfolio Efficiency." Kybernetika 46, no. 3: 488-500.
- Kopa, M., and P. Chovanec. 2008. "A Second-Order Stochastic Dominance Portfolio Efficiency Measure." Kybernetika 44, no. 2: 243-258.
- Kopa, M., and T. Post. 2009. "A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion." Journal of Financial and Quantitative Analysis 44, no. 5: 1103-1124.
- Kopa, M., and T. Tichý. 2012. "Concordance Measures and Second Order Stochastic Dominance—Portfolio Efficiency Analysis." E&M Economics and Management 15, no. 4: 110-120.
- Kuosmanen, T. 2004. "Efficient Diversification According to Stochastic Dominance Criteria." Management Science 50, no. 10: 1390-1406.
- Levy, H. 2006. Stochastic Dominance: Investment Decision Making Under Uncertainty, 2d ed. New York: Springer.
- Lizyayev, A. 2012. "Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements." Annals of Operations Research 196, no. 1: 391-410.
- Mandelbrot, B. 1963. "The Variation of Certain Speculative Prices." Journal of Business 36, no. 4: 394-419.
- Markowitz, H.M. 1952. "Portfolio Selection." Journal of Finance 7, no. 1: 77-91.
- Markowitz, H.M. 1959. Portfolio Selection: Efficient Diversification of Investments. New York: Wiley.
- Nelsen, R.B. 2006. An Introduction to Copulas, 2d ed. New York: Springer.
- Ortobelli, S., and T. Tichý. 2009. "Concordance Measures and Portfolio Selection Problem." ECON—Journal of Economics, Management and Business 15, no. 2: 41-48.
- Ortobelli, S.; E. Angelelli; and D. Toninelli. 2011. "Set-Portfolio Selection with the Use of Market Stochastic Bounds." Emerging Markets Finance & Trade 47, supp. 5: 5-24.
- Post, T. 2003. "Empirical Tests for Stochastic Dominance Efficiency." Journal of Finance 58, no. 5: 1905-1932.
- Post, T., and M. Kopa. 2013: "General Linear Formulations of Stochastic Dominance Criteria." European Journal of Operational Research 230, no. 2: 321-332.
- Rachev, S.; S. Ortobelli; S. Stoyanov; F. Fabozzi; and A. Biglova. 2008. "Desirable Properties of an Ideal Risk Measure in Portfolio Theory." International Journal of Theoretical and Applied Finance 11, no. 1: 19-54.
- Salvador, E. 2012. "The Risk-Return Trade-Off in Emerging Markets." Emerging Markets Finance & Trade 48, no. 6: 106-128.