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Stochastic dominance: investment decision making under uncertainty

By: Levy, HaimMaterial type: Computer fileComputer fileOriginal language: English Publisher: Cham ; Springer ; 2017Edition: 3a edDescription: 505 pISBN: 978-3-319-21708-6Subject(s): Microeconomía | Análisis de inversiones | Finanzas | Matemáticas | Negocios y economíaLOC classification: HG/4529/L484/2017
Contents:
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.
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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.

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