Stochastic dominance : investment decision making under uncertainty /: investment decision making under uncertainty. (2016)

• Record Type: Book
• Further Information: Note: Haim Levy.
• Authors: Levy, Haim
• Contents: 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.
• Edition: Third edition
• Publisher Details: Cham : Springer
• Publication Date: 2016
• Extent: 1 online resource
• Subjects: 332.601/51922; Finance; Investment analysis -- Mathematics; Stochastic processes; Statistical decision; BUSINESS & ECONOMICS -- Finance; Investment analysis -- Mathematics; Statistical decision; Stochastic processes; Finance; Finance, general; Microeconomics; Operation Research/Decision Theory; Business & Economics -- Economics -- Microeconomics; Business & Economics -- Operations Research; Microeconomics; Operational research; Microeconomics; Operations research; Finance; Electronic books
• Languages: English
• ISBNs: 9783319217086; 3319217089
• Related ISBNs: 9783319217079; 3319217070
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (EBSCO, viewed November 5, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.