Stochastic Dominance

Name: Stochastic Dominance
Brand: Springer-Verlag New York Inc.
SKU: 9781441939838
Price: 1106.25 RON
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Investment Decision Making under Uncertainty

Autor: Haim Levy

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Editura: Springer-Verlag New York Inc.

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This book is devoted to investment decision-making under uncertainty. The book covers three basic ap...

Informații despre carte

Autor

Haim Levy

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2010

Pagini

439

EAN

9781441939838

ISBN

1441939830

Enbook ID

01422520

Editura

Springer-Verlag New York Inc.

Greutate

694

Dimensiuni

155 x 235 x 235

Descriere completă

This book 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. Each approach is discussed and compared. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and considers how contradictions between these two approaches may occur.Stochastic 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.

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Stochastic Dominance

Investment Decision Making under Uncertainty

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