Stochastic dominance: investment decision making under uncertainty
Auteur :
Levy, Haim
ISBN :
9780387293028
Date de publication :
1 févr. 2006
Dimensions :
23,4 x 15,6 x 2,5 cm
Poids :
813 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
USA
Discusses investment decision-making under uncertainty. This 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.