Stochastic Dominance Investment Decision Making under Uncertainty /

• Κύριος συγγραφέας: Levy, Haim (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Έκδοση: 3rd ed. 2016.
• Θέματα: Finance.; Operations research.; Decision making.; Microeconomics.; Finance, general.; Operation Research/Decision Theory.

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...

Πίνακας περιεχομένων:

• 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.