Main Stochastic Dominance: Investment Decision Making under Uncertainty (Studies in Risk and Uncertainty)

Stochastic Dominance: Investment Decision Making under Uncertainty (Studies in Risk and Uncertainty)

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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.
Request Code : ZLIBIO433190
Categories:
Year:
2006
Edition:
2nd
Language:
English
Pages:
454
ISBN 10:
0387293027
ISBN 13:
9780387293110
ISBN:
0387293027,9780387293028,9780387293110

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