Stochastic Dominance : Investment Decision Making under Uncertainty /

This book is devoted to investment decision-making under uncertainty. The 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 prospec...

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Bibliographic Details
Main Author: Levy, Haim
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Boston, MA : Springer US, 1998.
Series:Studies in risk and uncertainty ; 12.
Subjects:
Online Access:Connect to the full text of this electronic book