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