Advances in the use of stochastic dominance in asset pricing

Advances in the use of stochastic dominance in asset pricing
Author :
Publisher : Rozenberg Publishers
Total Pages : 128
Release :
ISBN-10 : 9789051709353
ISBN-13 : 9051709358
Rating : 4/5 (358 Downloads)

Book Synopsis Advances in the use of stochastic dominance in asset pricing by : Philippe Johannes Petrus Marie Versijp

Download or read book Advances in the use of stochastic dominance in asset pricing written by Philippe Johannes Petrus Marie Versijp and published by Rozenberg Publishers. This book was released on 2007 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Advances in the use of stochastic dominance in asset pricing Related Books

Advances in the use of stochastic dominance in asset pricing
Language: en
Pages: 128
Authors: Philippe Johannes Petrus Marie Versijp
Categories:
Type: BOOK - Published: 2007 - Publisher: Rozenberg Publishers

DOWNLOAD EBOOK

Stochastic dominance in portfolio analysis and asset pricing
Language: en
Pages: 136
Authors: Andrey M. Lizyayev
Categories:
Type: BOOK - Published: 2010 - Publisher: Rozenberg Publishers

DOWNLOAD EBOOK

Stochastic Dominance
Language: en
Pages: 517
Authors: Haim Levy
Categories: Business & Economics
Type: BOOK - Published: 2015-10-31 - Publisher: Springer

DOWNLOAD EBOOK

This fully updated third edition is devoted to the analysis of various Stochastic Dominance (SD) decision rules. It discusses the pros and cons of each of the a
Multi-moment Asset Allocation and Pricing Models
Language: en
Pages: 258
Authors: Emmanuel Jurczenko
Categories: Business & Economics
Type: BOOK - Published: 2006-10-02 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelmi
Stochastic Dominance
Language: en
Pages: 379
Authors: Haim Levy
Categories: Business & Economics
Type: BOOK - Published: 1998-01-01 - Publisher: Kluwer Academic Pub

DOWNLOAD EBOOK

This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: The stochastic dominance approach;