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Stochastic dominance : investment decision making under uncertainty 2nd ed

Stochastic dominance : investment decision making under uncertainty 2nd ed (Loan 6 times)

Material type
단행본
Personal Author
Levy, Haim.
Title Statement
Stochastic dominance : investment decision making under uncertainty / by Haim Levy.
판사항
2nd ed.
Publication, Distribution, etc
New York, NY :   Springer ,   c2006.  
Physical Medium
xiii, 439 p. : ill. ; 24 cm.
Series Statement
SIRU ; 12
ISBN
9780387293028 (hardcover : alk. paper) 0387293027 (hardcover : alk. paper) 9780387293110 (e-book) 0387293116 (e-book)
Bibliography, Etc. Note
Includes bibliographical references (p. [407]-429) and index.
Subject Added Entry-Topical Term
Investment analysis -- Mathematics. Stochastic processes. Statistical decision.
000 01100camuu2200325 a 4500
001 000045323324
005 20070124092605
008 050907s2006 nyua b 001 0 eng
010 ▼a 2005933466
020 ▼a 9780387293028 (hardcover : alk. paper)
020 ▼a 0387293027 (hardcover : alk. paper)
020 ▼a 9780387293110 (e-book)
020 ▼a 0387293116 (e-book)
035 ▼a (KERIS)REF000012837368
040 ▼a DLC ▼c DLC ▼d DLC ▼d 211009
050 0 0 ▼a HG4529 ▼b .L484 2006
082 0 0 ▼a 332.601/51922 ▼2 22
090 ▼a 332.60151 ▼b L668s2
100 1 ▼a Levy, Haim.
245 1 0 ▼a Stochastic dominance : ▼b investment decision making under uncertainty / ▼c by Haim Levy.
250 ▼a 2nd ed.
260 ▼a New York, NY : ▼b Springer , ▼c c2006.
300 ▼a xiii, 439 p. : ▼b ill. ; ▼c 24 cm.
490 0 ▼a SIRU ; ▼v 12
504 ▼a Includes bibliographical references (p. [407]-429) and index.
650 0 ▼a Investment analysis ▼x Mathematics.
650 0 ▼a Stochastic processes.
650 0 ▼a Statistical decision.
945 ▼a KINS

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.60151 L668s2 Accession No. 111396817 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

Preface. 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.


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