Stochastic Dominance Investment Decision Making under Uncertainty /

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This updated 3rd edition is devoted to the analysis of various Stochastic Dominance (SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the application of these rules to various research areas like statistics, agriculture, medicine, measuring income inequality and...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Levy, Haim (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:3rd ed. 2016.
Subjects:
Finance.
Microeconomics.
Operations research.
Financial Economics.
Operations Research and Decision Theory.
Online Access:Texto Completo
Table of Contents:
  • Risk: Is There a Unique Objective Measure?
  • Expected Utility Theory
  • Stochastic Dominance Decision Rules
  • Stochastic Dominance: The Quantile Approach
  • Algorithms for Stochastic Dominance
  • Stochastic Dominance with Specific Distributions
  • Almost Stochastic Dominance (ASD)
  • Stochastic Dominance and Risk Measures
  • Stochastic Dominance and Diversification
  • The CAPM and Stochastic Dominance
  • The Empirical Studies: Dominance and Significance Tests
  • Applications of Stochastic Dominance Rules
  • Mean-Variance, Stochastic Dominance and the Investment Horizon
  • Stock Versus Bonds: A Stochastic Dominance Approach
  • Non-Expected Utility and Stochastic Dominance
  • Stochastic Dominance and Prospect Theory
  • Multivariate Utility Functions
  • Future Research.

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