A Comprehensive Empirical Comparison of Stochastic Dominance and Mean-variance Portfolio Models PDF Download
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Author: R. Burr Porter
Publisher:
ISBN:
Category : Investments
Languages : en
Pages : 48
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Book Description
Author: R. Burr Porter
Publisher:
ISBN:
Category : Investments
Languages : en
Pages : 48
Get Book Here
Book Description
Author: R. Burr Porter
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 70
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Book Description
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: R. Burr Porter
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 9
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Book Description
Author: Haim Levy
Publisher: Springer Science & Business Media
ISBN: 0387293116
Category : Business & Economics
Languages : en
Pages : 439
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Book Description
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.
Author: Stylianos Perrakis
Publisher: Faculty of Management Sciences, University of Ottawa
ISBN:
Category : Analysis of variance
Languages : en
Pages : 7
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Book Description
Author: G. A. Whitmore
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 424
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Book Description
Theoretical foundations of stochastic dominance; Portfolio applications: empirical studies; Portfolio applications: computational aspects; Applications to financial management and capital markets; Applications in economic theory and analysis.
Author: University of Kansas. School of Business
Publisher:
ISBN:
Category : Business
Languages : en
Pages : 542
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Book Description
Author: Hatem Masri
Publisher: Springer
ISBN: 3319688766
Category : Business & Economics
Languages : en
Pages : 246
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Book Description
This volume highlights recent applications of multiple-criteria decision-making (MCDM) models in the field of finance. Covering a wide range of MCDM approaches, including multiobjective optimization, goal programming, value-based models, outranking techniques, and fuzzy models, it provides researchers and practitioners with a set of MCDM methodologies and empirical results in areas such as portfolio management, investment appraisal, banking, and corporate finance, among others. The book addresses issues related to problem structuring and modeling, solution techniques, comparative analyses, as well as combinations of MCDM models with other analytical methodologies.
Author: Andrey M. Lizyayev
Publisher: Rozenberg Publishers
ISBN: 9036101875
Category :
Languages : en
Pages : 136
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Book Description
