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BL
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| Record Number
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655148
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| Doc. No
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dltt
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| Main Entry
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Levy, Haim.
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| Title & Author
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Stochastic dominance : : investment decision making under uncertainty /\ by Haim Levy.
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| Edition Statement
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2nd ed
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2nd ed
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| Series Statement
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Studies in risk and uncertainty ;; 12
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| Page. NO
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xiii, 439 pages :: illustrations ;; 24 cm.
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| ISBN
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0387293027 (hardcover : alk. paper)
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: 0387293116 (e-book)
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: 9780387293028 (hardcover : alk. paper)
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: 9780387293110 (e-book)
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| Bibliographies/Indexes
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Includes bibliographical references (pages [407]-429) and index
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| Contents
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1. On the measurement of risk -- 2. Expected utility theory -- 3. Stochastic dominance decision rules -- 4. Stochastic dominance : the quantile -- 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. Almost stochastic dominance (ASD) -- 14. Non-expected utility and stochastic dominance -- 15. Stochastic dominance and prospect theory -- 16. Future research
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| Subject
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Investment analysis-- Mathematics.
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| Subject
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Statistical decision.
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| Subject
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Stochastic processes.
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| Added Entry
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Ohio Library and Information Network.
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