Ebook: Stochastic Dominance: Investment Decision Making under Uncertainty

---

Content:
Front Matter....Pages i-4
On the Measurement of Risk....Pages 5-19
Expected Utility Theory....Pages 21-39
Stochastic Dominance Decision Rules....Pages 41-126
Stochastic Dominance: The Quantile....Pages 127-162
Algorithms for Stochastic Dominance....Pages 163-188
Stochastic Dominance with Specific Distributions....Pages 189-214
The Empirical Studies....Pages 215-228
Applications of Stochastic Dominance Rules....Pages 229-244
Stochastic Dominance and Risk Measures....Pages 245-257
Stochastic Dominance and Diversification....Pages 259-279
Decision Making and the Investment Horizon....Pages 281-300
The CAPM and Stochastic Dominance....Pages 301-317
Non-Expected Utility and Stochastic Dominance....Pages 319-336
Future Research....Pages 337-347
Back Matter....Pages 349-379

---

Content:
Front Matter....Pages i-4
On the Measurement of Risk....Pages 5-19
Expected Utility Theory....Pages 21-39
Stochastic Dominance Decision Rules....Pages 41-126
Stochastic Dominance: The Quantile....Pages 127-162
Algorithms for Stochastic Dominance....Pages 163-188
Stochastic Dominance with Specific Distributions....Pages 189-214
The Empirical Studies....Pages 215-228
Applications of Stochastic Dominance Rules....Pages 229-244
Stochastic Dominance and Risk Measures....Pages 245-257
Stochastic Dominance and Diversification....Pages 259-279
Decision Making and the Investment Horizon....Pages 281-300
The CAPM and Stochastic Dominance....Pages 301-317
Non-Expected Utility and Stochastic Dominance....Pages 319-336
Future Research....Pages 337-347
Back Matter....Pages 349-379
....