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 :
9781420082661
Date de publication :
19 oct. 2009
Dimensions :
23,4 x 15,6 cm
Poids :
748 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
A guide that 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, such as hypothesis testing, to show how SD theory is applied in financial situations.