Stochastic dominance : investment decision making under uncertainty / Haim Levy.
Tipo de material:
TextoEditor: Cham : Springer International Publishing : Springer, 2016Edición: 3rd ed. 2016Descripción: xxii, 505 páginas : 128 ilustraciones, 23 ilustraciones en colorTipo de contenido: - texto
- computadora
- recurso en línea
- 9783319217086
- HG1-HG9999
Springer eBooks
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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