Stochastic Dominance
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Stochastic Dominance
Author | : Haim Levy |
Publsiher | : Springer Science & Business Media |
Total Pages | : 439 |
Release | : 2006-08-25 |
Genre | : Business & Economics |
ISBN | : 9780387293110 |
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This book is devoted to investment decision-making under uncertainty. 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. Each approach is discussed and compared. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and considers how contradictions between these two approaches may occur.
Stochastic dominance in portfolio analysis and asset pricing
Author | : Andrey M. Lizyayev |
Publsiher | : Rozenberg Publishers |
Total Pages | : 136 |
Release | : 2010 |
Genre | : Electronic Book |
ISBN | : 9789036101875 |
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Econometric Analysis of Stochastic Dominance
Author | : Yoon-Jae Whang |
Publsiher | : Cambridge University Press |
Total Pages | : 279 |
Release | : 2019-01-31 |
Genre | : Business & Economics |
ISBN | : 9781108472791 |
Download Econometric Analysis of Stochastic Dominance Book in PDF, Epub and Kindle
Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.
Topics in Microeconomics
Author | : Elmar Wolfstetter |
Publsiher | : Cambridge University Press |
Total Pages | : 394 |
Release | : 1999-10-28 |
Genre | : Business & Economics |
ISBN | : 0521645344 |
Download Topics in Microeconomics Book in PDF, Epub and Kindle
This book in microeconomics focuses on the strategic analysis of markets under imperfect competition, incomplete information, and incentives. Part I of the book covers imperfect competition, from monopoly and regulation to the strategic analysis of oligopolistic markets. Part II explains the analytics of risk, stochastic dominance, and risk aversion, supplemented with a variety of applications from different areas in economics. Part III focuses on markets and incentives under incomplete information, including a comprehensive introduction to the theory of auctions, which plays an important role in modern economics.
Stochastic Dominance and Applications to Finance Risk and Economics
Author | : Songsak Sriboonchita,Wing-Keung Wong,Sompong Dhompongsa,Hung T. Nguyen |
Publsiher | : CRC Press |
Total Pages | : 455 |
Release | : 2009-10-19 |
Genre | : Business & Economics |
ISBN | : 1420082671 |
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Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications. Useful Concepts and Techniques for Economics ApplicationsThe
Financial Markets Theory
Author | : Emilio Barucci |
Publsiher | : Springer Science & Business Media |
Total Pages | : 488 |
Release | : 2002-12-11 |
Genre | : Business & Economics |
ISBN | : 185233469X |
Download Financial Markets Theory Book in PDF, Epub and Kindle
A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results. Tools for understanding the economic analysis are provided, and mathematical models are presented in discrete time/finite state space for simplicity. Examples and exercises included.
Inequality Polarization and Poverty
Author | : Satya R. Chakravarty |
Publsiher | : Springer Science & Business Media |
Total Pages | : 186 |
Release | : 2010-07-25 |
Genre | : Business & Economics |
ISBN | : 9780387792538 |
Download Inequality Polarization and Poverty Book in PDF, Epub and Kindle
This book provides a synthesis of some recent issues and an up-to-date treatment of some of the major important issues in distributional analysis that I have covered in my previous book Ethical Social Index Numbers, which was widely accepted by students, teachers, researchers and practitioners in the area. Wide coverage of on-going and advanced topics and their analytical, articulate and authoritative p- sentation make the book theoretically and methodologically quite contemporary and inclusive, and highly responsive to the practical problems of recent concern. Since many countries of the world are still characterized by high levels of income inequality, Chap. 1 analyzes the problems of income inequality measurement in detail. Poverty alleviation is an overriding goal of development and social policy. To formulate antipoverty policies, research on poverty has mostly focused on inco- based indices. In view of this, a substantive analysis of income-based poverty has been presented in Chap. 2. The subject of Chap. 3 is people’s perception about income inequality in terms of deprivation. Since polarization is of current concern to analysts and social decisi- makers, a discussion on polarization is presented in Chap. 4.
Poverty Social Exclusion and Stochastic Dominance
Author | : Satya R. Chakravarty |
Publsiher | : Springer Nature |
Total Pages | : 259 |
Release | : 2019-10-15 |
Genre | : Business & Economics |
ISBN | : 9789811334320 |
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This book honors the memory of Tony Atkinson, who made significant contributions to the rigorous study of income inequality, poverty, and redistribution. These essays presented, covering a span of over 30 years of research and scholarship, have been at the forefront of distributional analysis, and many of them are of prime importance for contemporary developments in the real-valued measurement of poverty and inequality, with particular reference to the concepts of fuzzy poverty assessment, vulnerability, heterogeneity/multidimensionality, unit consistency, sub-group decomposability, and dominance criteria. While all of these articles have been previously published—singly or with co-authorship—in a number of professional journals or distinguished edited volumes, this book is greatly enriched by a substantial introductions by the authors, which place the contributions in context, highlights their inter-connectedness, and relates them to the work of Tony Atkinson and other scholars. This book is of intrinsic value to welfare analysts, as well as being a tribute to a very great scholar by a fellow economist.