Haim Levy Stochastic Dominance

ISBN 13 : 9783319217079

Stochastic Dominance

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Haim Levy
Edité par Springer 2015-11-16|NU-LBR-01708027 (2015)
ISBN 10 : 3319217070 ISBN 13 : 9783319217079
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Description du livre Springer 2015-11-16|NU-LBR-01708027, 2015. Hardcover. État : New. 9783319217079. N° de réf. du libraire NU-LBR-01708027

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Haim Levy
Edité par Springer (2015)
ISBN 10 : 3319217070 ISBN 13 : 9783319217079
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Description du livre Springer, 2015. Hardcover. État : Brand New. 9.50x6.50x1.50 inches. In Stock. N° de réf. du libraire __3319217070

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Haim Levy
Edité par Springer-Verlag Gmbh Nov 2015 (2015)
ISBN 10 : 3319217070 ISBN 13 : 9783319217079
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Description du livre Springer-Verlag Gmbh Nov 2015, 2015. Buch. État : Neu. 243x167x35 mm. Neuware - 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 alternate SD rules, the application of these rules to various research areas like statistics, agriculture, medicine, measuring income inequality and the poverty level in various countries, and of course, to investment decision-making under uncertainty. The book features changes and additions to the various chapters, and also includes two completely new chapters. One deals with asymptotic SD and the relation between FSD and the maximum geometric mean (MGM) rule (or the maximum growth portfolio). The other new chapter discusses bivariate SD rules where the individual's utility is determined not only by his own wealth, but also by his standing relative to his peer group. Stochastic Dominance: Investment Decision Making under Uncertainty, 3 rd Ed. covers the following basic issues: the SD approach, asymptotic SD rules, the mean-variance (MV) approach, as well as the non-expected utility approach. The non-expected utility approach focuses on Regret Theory (RT) and mainly on prospect theory (PT) and its modified version, cumulative prospect theory (CPT) which assumes S-shape preferences. In addition to these issues the book suggests a new stochastic dominance rule called the Markowitz stochastic dominance (MSD) rule corresponding to all reverse-S-shape preferences. It also discusses the concept of the multivariate expected utility and analyzed in more detail the bivariate expected utility case. From the reviews of the second edition: 'This book is an economics book about stochastic dominance. . is certainly a valuable reference for graduate students interested in decision making under uncertainty. It investigates and compares different approaches and presents many examples. Moreover, empirical studies and experimental results play an important role in this book, which makes it interesting to read.' (Nicole Bäuerle, Mathematical Reviews, Issue 2007 d) 505 pp. Englisch. N° de réf. du libraire 9783319217079

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Haim Levy
Edité par Springer-Verlag Gmbh Nov 2015 (2015)
ISBN 10 : 3319217070 ISBN 13 : 9783319217079
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Description du livre Springer-Verlag Gmbh Nov 2015, 2015. Buch. État : Neu. 243x167x35 mm. Neuware - 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 alternate SD rules, the application of these rules to various research areas like statistics, agriculture, medicine, measuring income inequality and the poverty level in various countries, and of course, to investment decision-making under uncertainty. The book features changes and additions to the various chapters, and also includes two completely new chapters. One deals with asymptotic SD and the relation between FSD and the maximum geometric mean (MGM) rule (or the maximum growth portfolio). The other new chapter discusses bivariate SD rules where the individual's utility is determined not only by his own wealth, but also by his standing relative to his peer group. Stochastic Dominance: Investment Decision Making under Uncertainty, 3 rd Ed. covers the following basic issues: the SD approach, asymptotic SD rules, the mean-variance (MV) approach, as well as the non-expected utility approach. The non-expected utility approach focuses on Regret Theory (RT) and mainly on prospect theory (PT) and its modified version, cumulative prospect theory (CPT) which assumes S-shape preferences. In addition to these issues the book suggests a new stochastic dominance rule called the Markowitz stochastic dominance (MSD) rule corresponding to all reverse-S-shape preferences. It also discusses the concept of the multivariate expected utility and analyzed in more detail the bivariate expected utility case. From the reviews of the second edition: 'This book is an economics book about stochastic dominance. . is certainly a valuable reference for graduate students interested in decision making under uncertainty. It investigates and compares different approaches and presents many examples. Moreover, empirical studies and experimental results play an important role in this book, which makes it interesting to read.' (Nicole Bäuerle, Mathematical Reviews, Issue 2007 d) 505 pp. Englisch. N° de réf. du libraire 9783319217079

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5.

Haim Levy
Edité par Springer-Verlag Gmbh Nov 2015 (2015)
ISBN 10 : 3319217070 ISBN 13 : 9783319217079
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Agrios-Buch
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Description du livre Springer-Verlag Gmbh Nov 2015, 2015. Buch. État : Neu. 243x167x35 mm. Neuware - 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 alternate SD rules, the application of these rules to various research areas like statistics, agriculture, medicine, measuring income inequality and the poverty level in various countries, and of course, to investment decision-making under uncertainty. The book features changes and additions to the various chapters, and also includes two completely new chapters. One deals with asymptotic SD and the relation between FSD and the maximum geometric mean (MGM) rule (or the maximum growth portfolio). The other new chapter discusses bivariate SD rules where the individual's utility is determined not only by his own wealth, but also by his standing relative to his peer group. Stochastic Dominance: Investment Decision Making under Uncertainty, 3 rd Ed. covers the following basic issues: the SD approach, asymptotic SD rules, the mean-variance (MV) approach, as well as the non-expected utility approach. The non-expected utility approach focuses on Regret Theory (RT) and mainly on prospect theory (PT) and its modified version, cumulative prospect theory (CPT) which assumes S-shape preferences. In addition to these issues the book suggests a new stochastic dominance rule called the Markowitz stochastic dominance (MSD) rule corresponding to all reverse-S-shape preferences. It also discusses the concept of the multivariate expected utility and analyzed in more detail the bivariate expected utility case. From the reviews of the second edition: 'This book is an economics book about stochastic dominance. . is certainly a valuable reference for graduate students interested in decision making under uncertainty. It investigates and compares different approaches and presents many examples. Moreover, empirical studies and experimental results play an important role in this book, which makes it interesting to read.' (Nicole Bäuerle, Mathematical Reviews, Issue 2007 d) 505 pp. Englisch. N° de réf. du libraire 9783319217079

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Haim Levy
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Description du livre Springer, 2015. État : New. N° de réf. du libraire L9783319217079

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Haim Levy
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Description du livre Springer, 2015. Hardcover. État : New. book. N° de réf. du libraire 3319217070

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Haim Levy
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Description du livre Springer, 2015. HRD. État : New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du libraire IP-9783319217079

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Haim Levy
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Description du livre Springer, 2015. Hardback. État : NEW. 9783319217079 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. N° de réf. du libraire HTANDREE0964835

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Haim Levy
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ISBN 10 : 3319217070 ISBN 13 : 9783319217079
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Description du livre Springer-Verlag Gmbh Nov 2015, 2015. Buch. État : Neu. 243x167x35 mm. Neuware - 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 alternate SD rules, the application of these rules to various research areas like statistics, agriculture, medicine, measuring income inequality and the poverty level in various countries, and of course, to investment decision-making under uncertainty. The book features changes and additions to the various chapters, and also includes two completely new chapters. One deals with asymptotic SD and the relation between FSD and the maximum geometric mean (MGM) rule (or the maximum growth portfolio). The other new chapter discusses bivariate SD rules where the individual's utility is determined not only by his own wealth, but also by his standing relative to his peer group. Stochastic Dominance: Investment Decision Making under Uncertainty, 3 rd Ed. covers the following basic issues: the SD approach, asymptotic SD rules, the mean-variance (MV) approach, as well as the non-expected utility approach. The non-expected utility approach focuses on Regret Theory (RT) and mainly on prospect theory (PT) and its modified version, cumulative prospect theory (CPT) which assumes S-shape preferences. In addition to these issues the book suggests a new stochastic dominance rule called the Markowitz stochastic dominance (MSD) rule corresponding to all reverse-S-shape preferences. It also discusses the concept of the multivariate expected utility and analyzed in more detail the bivariate expected utility case. From the reviews of the second edition: 'This book is an economics book about stochastic dominance. . is certainly a valuable reference for graduate students interested in decision making under uncertainty. It investigates and compares different approaches and presents many examples. Moreover, empirical studies and experimental results play an important role in this book, which makes it interesting to read.' (Nicole Bäuerle, Mathematical Reviews, Issue 2007 d) 505 pp. Englisch. N° de réf. du libraire 9783319217079

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