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Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim - 2016 - 3rd ed. 2016
Risk: Is There a Unique Objective Measure? -- Expected Utility Theory -- Stochastic Dominance Decision Rules … Dominance Approach -- Non-Expected Utility and Stochastic Dominance -- Stochastic Dominance and Prospect Theory -- Multivariate …. The non-expected utility approach focuses on Regret Theory (RT) and mainly on prospect theory (PT) and its modified …
Persistent link: https://www.econbiz.de/10014017858
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Stochastic dominance : investment decision making under uncertainty
Levy, Haim - 2016 - Third Edition
This updated 3rd edition is devoted to the analysis of various Stochastic Dominance (SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the application of these rules to various research areas like statistics, agriculture, medicine, measuring income inequality...
Persistent link: https://www.econbiz.de/10014013636
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Portfolio and investment selection : theory and practice
Levy, Haim; Sarnat, Marshall - 1984
Persistent link: https://www.econbiz.de/10013477011
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A general equilibrium model of portfolio insurance
Başak, Suleyman - 1994
Persistent link: https://www.econbiz.de/10000887985
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Stochastic dominance : investment decision making under uncertainity
Levy, Haim - 1998
Persistent link: https://www.econbiz.de/10000666592
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The valuation of security analysis
Kane, Alex; Marcus, Alan J. - 1986
Persistent link: https://www.econbiz.de/10000712444
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Offsetting the implicit incentives : benefits of benchmarking in money management
Başak, Suleyman (contributor); Pavlova, Anna (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003637603
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Offsetting the implicit incentives : benefits of benchmarking in money management
Başak, Suleyman; Pavlova, Anna; Shapiro, Alex - In: Journal of banking & finance 32 (2008) 9, pp. 1883-1893
Persistent link: https://www.econbiz.de/10003774974
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Dynamic mean-variance asset allocation
Başak, Suleyman; Chabakauri, Georgy - 2009
Persistent link: https://www.econbiz.de/10003835659
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Essentials of investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2010 - 8. ed
Persistent link: https://www.econbiz.de/10003836214