Stochastic Dominance Investment Decision Making under Uncertainty

Stochastic Dominance Investment Decision Making under Uncertainty / edited by Haim Levy.

This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: a) The stochastic dominance approach, developed on the foundation of von­ Neumann and Morgenstern' expected utility paradigm. 2 b) The mean-variance approach developed b...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Levy, Haim (Editor)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 1998.
Edition:1st ed. 1998.
Series:Studies in Risk and Uncertainty, 12
Springer eBook Collection.
Subjects:
Finance.
Microeconomics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1 On the Measurement of Risk
  • 2 Expected Utility Theory
  • 3 Stochastic Dominance Decision Rules
  • 4 Stochastic Dominance: The Quantite Approach
  • 5 Algorithms for Stochastic Dominance
  • 6 Stochastic Dominance with Specific Distributions
  • 7 The Empirical Studies
  • 8 Applications of Stochastic Dominance Rules
  • 9 Stochastic Dominance and Risk Measures
  • 10 Stochastic Dominance and Diversification
  • 11 Decision Making and the Investment Horizon
  • 12 The CAPM and Stochastic Dominance
  • 13 Non-Expected Utility and Stochastic Dominance
  • 14 Future Research.

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