Stochastic dominance and applications to finance, risk and economics
Auteur :
Sriboonchita, Songsak / Wong, Wing-Keung / Dhompongsa, Sompong / Nguyen, Hung T.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781138117990
Date de publication :
28 juin 2017
Dimensions :
23,4 x 15,6 cm
Poids :
840 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This accessible guide helps readers build a useful repertoire of mathematical tools in decision making under uncertainty, especially in investment science. It uses real data and statistical procedures to show how SD theory is applied in financial situations, introduces utility theory for decision making under risk and discusses research issues.