Stochastic Dominance Investment Decision Making under Uncertainty /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Corporate Author: SpringerLink (Online service)
Other Authors: Levy, Haim (Editor)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer US : Imprint: Springer, 2006.
Edition:2nd ed. 2006.
Series:Studies in Risk and Uncertainty ; 12
Subjects:
Finance.
Microeconomics.
Operations research.
Financial Economics.
Operations Research and Decision Theory.
Online Access:Texto Completo
Table of Contents:
  • 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.

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