This book is devoted to investment decision-making under
uncertainty. The book covers three basic approaches to this
process: the stochastic dominance approach; the mean-variance
approach; and the non-expected utility approach, focusing on
prospect theory and its modified version, cumulative prospect
theory. Each approach is discussed and compared. In addition, this
volume examines cases in which stochastic dominance rules coincide
with the mean-variance rule and considers how contradictions
between these two approaches may occur.
General
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