株式会社極東書店トップ商品一覧Stochastic Dominance : Investment Decision Making under Uncertainty.

商品詳細

Stochastic Dominance

Stochastic Dominance : Investment Decision Making under Uncertainty.

・ISBN 978-0-7923-8260-7 hard

お気に入り
著者・編者Levy, Haim,
シリーズStudies in Risk and Uncertainty
出版社(Kluwer Academic, NE)
出版年月1998
ページ数379 pp.
言語ENG
ニュース番号<451-513 451-L26>

解説

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 prospect theory