Research Catalog

Stochastic dominance : investment decision making under uncertainty

Title
Stochastic dominance : investment decision making under uncertainty / by Haim Levy.
Author
Levy, Haim.
Publication
Boston : Kluwer Academic Publishers, [1998], ©1998.

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Description
xii, 379 pages : illustrations; 25 cm.
Series Statement
Studies in risk and uncertainty
Uniform Title
Studies in risk and uncertainty.
Subject
  • Investment analysis > Mathematics
  • Stochastic processes
  • Statistical decision
Bibliography (note)
  • Includes bibliographical references and index.
Contents
1. On the Measurement of Risk -- 2. Expected Utility Theory -- 3. Stochastic Dominance Decision Rules -- 4. Stochastic Dominance: The Quantile Approach -- 5. Algorithms for Stochastic Dominance -- 6. Stochastic Dominance with Specific Distributions -- 7. The Empirical Studies -- 8. Applications of Stochastic Dominance Rules -- 9. Stochastic Dominance and Risk Measures -- 10. Stochastic Dominance and Diversification -- 11. Decision Making and the Investment Horizon -- 12. The CAPM and Stochastic Dominance -- 13. Non-Expected Utility and Stochastic Dominance -- 14. Future Research.
ISBN
0792382609 (alk. paper)
LCCN
98034577
OCLC
  • 39508205
  • ocm39508205
Owning Institutions
Columbia University Libraries