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Stochastic Dominance - Investment Decision Making under Uncertainty (Paperback, Softcover reprint of hardcover 2nd ed. 2006) Loot Price: R6,829
Discovery Miles 68 290
Repayment Terms: R640 pm x 12*
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Stochastic Dominance - Investment Decision Making under Uncertainty (Paperback, Softcover reprint of hardcover 2nd ed. 2006):...

Stochastic Dominance - Investment Decision Making under Uncertainty (Paperback, Softcover reprint of hardcover 2nd ed. 2006)

Haim Levy

Series: Studies in Risk and Uncertainty, 12

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Loot Price R6,829 Discovery Miles 68 290 | Repayment Terms: R640 pm x 12*

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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

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Studies in Risk and Uncertainty, 12
Release date: November 2010
First published: 2006
Editors: Haim Levy
Dimensions: 235 x 155 x 23mm (L x W x T)
Format: Paperback
Pages: 439
Edition: Softcover reprint of hardcover 2nd ed. 2006
ISBN-13: 978-1-4419-3983-8
Categories: Books > Business & Economics > Economics > Microeconomics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Business & Economics > Business & management > Management & management techniques > Operational research
Books > Money & Finance > General
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LSN: 1-4419-3983-0
Barcode: 9781441939838

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