Book Volume 12 2006

Stochastic Dominance

Investment Decision Making under Uncertainty

Authors:

ISBN: 978-0-387-29302-8 (Print) 978-0-387-29311-0 (Online)

Table of contents (16 chapters)

  1. Front Matter

    Pages i-6

  2. No Access

    Chapter

    Pages 7-24

    On the Measurement of Risk

  3. No Access

    Chapter

    Pages 25-48

    Expected Utility Theory

  4. No Access

    Chapter

    Pages 49-141

    Stochastic Dominance Decision Rules

  5. No Access

    Chapter

    Pages 143-172

    Stochastic Dominance: The Quantile

  6. No Access

    Chapter

    Pages 173-195

    Algorithms for Stochastic Dominance

  7. No Access

    Chapter

    Pages 197-222

    Stochastic Dominance with Specific Distributions

  8. No Access

    Chapter

    Pages 223-240

    The Empirical Studies

  9. No Access

    Chapter

    Pages 241-256

    Applications of Stochastic Dominance Rules

  10. No Access

    Chapter

    Pages 257-269

    Stochastic Dominance and Risk Measures

  11. No Access

    Chapter

    Pages 271-291

    Stochastic Dominance and Diversification

  12. No Access

    Chapter

    Pages 293-312

    Decision Making and the Investment Horizon

  13. No Access

    Chapter

    Pages 313-329

    The CAMP and Stochastic Dominance

  14. No Access

    Chapter

    Pages 331-351

    Almost Stochastic Dominance (ASD)

  15. No Access

    Chapter

    Pages 353-371

    Non-Expected Utility and Stochastic Dominance

  16. No Access

    Chapter

    Pages 373-393

    Stochastic Dominance and Prospect Theory

  17. No Access

    Chapter

    Pages 395-405

    Future Research

  18. Back Matter

    Pages 407-439