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008 150903s2006 xxu| o |||| 0|eng d
020 _a9780387293110
_99780387293110
024 7 _a10.1007/0387293116
_2doi
035 _avtls000330729
039 9 _a201509030725
_bVLOAD
_c201404120524
_dVLOAD
_c201404090305
_dVLOAD
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_y201401301153
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040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHG1-9999
100 1 _aLevy, Haim.
_eautor
_9216265
245 1 0 _aStochastic Dominance :
_bInvestment Decision Making under Uncertainty /
_cby Haim Levy.
250 _aSecond Edition.
264 1 _aBoston, MA :
_bSpringer US,
_c2006.
300 _axiii, 439 páginas,
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aStudies in Risk and Uncertainty,
_x0926-972X ;
_v12
500 _aSpringer eBooks
505 0 _aOn 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.
520 _aStochastic 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, cumulative prospect theory. These approaches are discussed and compared in this book. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and cases in which contradictions between these two approaches may occur. It then discusses the relationship between stochastic dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call prospect stochastic dominance. Although all three approaches are discussed, most of the book is devoted to the stochastic dominance paradigm.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780387293028
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/0-387-29311-6
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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