Levy, Haim
Stochastic dominance: investment decision making under uncertainty - 3a ed. - Cham Springer 2017 - 505 p.
Contiene: 1. Risk: Is There a Unique Objective Measure?.- 2. Expected Utility Theory.- 3. Stochastic Dominance Decision Rules.- 4. Stochastic Dominance: The Quantile Approach.- 5. Algorithms for Stochastic Dominance.- 6. Stochastic Dominance with Specific Distributions.- 7. Almost Stochastic Dominance (ASD).- 8. Stochastic Dominance and Risk Measures.- 9. Stochastic Dominance and Diversification.- 10. The CAPM and Stochastic Dominance.- 11. The Empirical Studies: Dominance and Significance Tests.- 12. Applications of Stochastic Dominance Rules.- 13. Mean-Variance, Stochastic Dominance and the Investment Horizon.- 14. Stock Versus Bonds: A Stochastic Dominance Approach.- 15. Non-Expected Utility and Stochastic Dominance.- 16. Stochastic Dominance and Prospect Theory.- 17. Bivariate FSD (BFSD.- 18. Future Research.
978-3-319-21708-6
Microeconomía
Análisis de inversiones Finanzas Matemáticas Negocios y economía
HG/4529/L484/2017
Stochastic dominance: investment decision making under uncertainty - 3a ed. - Cham Springer 2017 - 505 p.
Contiene: 1. Risk: Is There a Unique Objective Measure?.- 2. Expected Utility Theory.- 3. Stochastic Dominance Decision Rules.- 4. Stochastic Dominance: The Quantile Approach.- 5. Algorithms for Stochastic Dominance.- 6. Stochastic Dominance with Specific Distributions.- 7. Almost Stochastic Dominance (ASD).- 8. Stochastic Dominance and Risk Measures.- 9. Stochastic Dominance and Diversification.- 10. The CAPM and Stochastic Dominance.- 11. The Empirical Studies: Dominance and Significance Tests.- 12. Applications of Stochastic Dominance Rules.- 13. Mean-Variance, Stochastic Dominance and the Investment Horizon.- 14. Stock Versus Bonds: A Stochastic Dominance Approach.- 15. Non-Expected Utility and Stochastic Dominance.- 16. Stochastic Dominance and Prospect Theory.- 17. Bivariate FSD (BFSD.- 18. Future Research.
978-3-319-21708-6
Microeconomía
Análisis de inversiones Finanzas Matemáticas Negocios y economía
HG/4529/L484/2017