Extent:
Online-Ressource (XXII, 505 p. 128 illus., 23 illus. in color, online resource)
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
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.
ISBN: 978-3-319-21708-6 ; 978-3-319-21707-9
Other identifiers:
10.1007/978-3-319-21708-6 [DOI]
Classification: Geld, Inflation, Kapitalmarkt
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://www.econbiz.de/10014017858