Stochastic Dominance Investment Decision Making under Uncertainty /
Stochastic Dominance is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: The stochastic dominance approach; the mean-variance approach; and the non-expected utility approach, focusing on prospect theory and its modified version, cumulat...
Clasificación: | Libro Electrónico |
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Autor Corporativo: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New York, NY :
Springer US : Imprint: Springer,
2006.
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Edición: | 2nd ed. 2006. |
Colección: | Studies in Risk and Uncertainty ;
12 |
Temas: | |
Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- On the Measurement of Risk
- Expected Utility Theory
- Stochastic Dominance Decision Rules
- Stochastic Dominance: The Quantile
- Algorithms for Stochastic Dominance
- Stochastic Dominance with Specific Distributions
- The Empirical Studies
- Applications of Stochastic Dominance Rules
- Stochastic Dominance and Risk Measures
- Stochastic Dominance and Diversification
- Decision Making and the Investment Horizon
- The CAMP and Stochastic Dominance
- Almost Stochastic Dominance (ASD)
- Non-Expected Utility and Stochastic Dominance
- Stochastic Dominance and Prospect Theory
- Future Research.