Stochastic Dominance and Applications to Finance, Risk and Economics

Hung T. (New Mexico State University, Las Cruces, USA) Nguyen, Sompong (Chiang Mai University, Chiang Mai, Thailand) Dhompongsa, Songsak (Chiang Mai University, Chiang Mai, Thailand) Sriboonchita, Wing-Keung (Hong Kong Baptist University) Wong

Taylor & Francis Ltd, 2017

118,50 €On orderDelivery: 2-3 weeks

This accessible guide helps readers build a useful repertoire of mathematical tools in decision making under uncertainty, especially in investment science. It uses real data and statistical procedures to show how SD theory is applied in financial situations, introduces utility theory for decision making under risk and discusses research issues.

ISBN-13
9781138117990
ISBN-10
1138117994
Publisher
Taylor & Francis Ltd
Year
2017
Publication date
2017-06-28
Pages
456
Dimensions
234x156x
Weight
840