Stochastic dominance and applications to finance, risk and economics
A guide that 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, such as hypothesis testing, to show how SD theory is applied in financial situations
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| Format: | Book |
| Language: | English |
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Boca Raton, Florida :
CRC Press ,
c2010
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Table of Contents:
- 1. Utility in decision theory
- 2. Foundations of stochastic dominance
- 3. Issues in stochastic dominance
- 4. Financial risk measures
- 5. Choquet integrals as risk measures
- 6. Foundational statistics for stochastic dominance
- 7. Models and data in econometrics
- 8. Applications to finance
- 9. Applications to risk management
- 10. Applications to economics