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Stochastic Dominance : Investment Decision Making Under Uncertainty (Hardcover)

Author: Levy, Haim

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Product Overview

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.


Publisher Springer Verlag
Mfg Part# 9780387293028
SKU 202463886
Format Hardcover
ISBN10 0387293027
Release Date 4/10/2007
Product Attributes
Book Format Hardcover
Edition 0002
Number of Pages 0440
Publisher Springer
Series Part 12
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