Stochastic Dominance and Applications to Finance, Risk and Economics

Sriboonchita, Songsak/ Wong, Wing-Keung/ Dhompongsa, Sompong/ Nguyen, Hung T.

ISBN 10: 1138117994 / ISBN 13: 9781138117990

Edité par Chapman and Hall/CRC, 2017

A propos de cet article

455 pages. 9.21x6.14x1.10 inches. In Stock.

N° de réf. du vendeur x-1138117994

Détails bibliographiques

• Titre: Stochastic Dominance and Applications to Finance, Risk and Economics
• Éditeur: Chapman and Hall/CRC
• Date de parution: 2017
• Langue: anglais
• ISBN à 10 chiffres: 1138117994
• ISBN à 13 chiffres: 9781138117990
• Reliure: Paperback
• État de l'article: Brand New
• Poids: 0,84 kilogramme

A propos de ce titre

Synopsis

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.

À propos de l?auteur

Songsak Sriboonchitta is an associate professor and dean of the Faculty of Economics at Chiang Mai University in Thailand.

Wing-Keung Wong is a professor of economics at Hong Kong Baptist University in China.

Sompong Dhompongsa is a professor of mathematics at Chiang Mai University in Thailand.

Hung T. Nguyen is a professor of mathematical sciences at New Mexico State University in Las Cruces.