000			03080nam a22004695i 4500
001			978-0-387-29311-0
003			DE-He213
005			20250710083944.0
007			cr nn 008mamaa
008			100301s2006 xxu| s |||| 0|eng d
020			_a9780387293110 _a99780387293110
024	7		_a10.1007/0-387-29311-6 _2doi
082	0	4	_a657.8333 _223
082	0	4	_a658.152 _223
100	1		_aLevy, Haim. _eauthor.
245	1	0	_aStochastic Dominance _h[recurso electrónico] : _bInvestment Decision Making under Uncertainty / _cby Haim Levy.
250			_aSecond Edition.
264		1	_aBoston, MA : _bSpringer US, _c2006.
300			_aXIII, 439 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aStudies in Risk and Uncertainty, _x0926-972X ; _v12
505	0		_aOn the Measurement of Risk -- Expected Utility Theory -- Stochastic Dominance Decision Rules -- Stochastic Dominance: The Quantile -- Algorithms for Stochastic Dominance -- Stochastic Dominance with Specific Distributions -- The Empirical Studies -- Applications of Stochastic Dominance Rules -- Stochastic Dominance and Risk Measures -- Stochastic Dominance and Diversification -- Decision Making and the Investment Horizon -- The CAMP and Stochastic Dominance -- Almost Stochastic Dominance (ASD) -- Non-Expected Utility and Stochastic Dominance -- Stochastic Dominance and Prospect Theory -- Future Research.
520			_aStochastic Dominance 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. These approaches are discussed and compared in this book. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and cases in which contradictions between these two approaches may occur. It then discusses the relationship between stochastic dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call prospect stochastic dominance. Although all three approaches are discussed, most of the book is devoted to the stochastic dominance paradigm.
650		0	_aECONOMICS.
650		0	_aMICROECONOMICS.
650		0	_aBANKS AND BANKING.
650	1	4	_aECONOMICS/MANAGEMENT SCIENCE.
650	2	4	_aFINANCE /BANKING.
650	2	4	_aMICROECONOMICS.
650	2	4	_aOPERATIONS RESEARCH/DECISION THEORY.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780387293028
830		0	_aStudies in Risk and Uncertainty, _x0926-972X ; _v12
856	4	0	_uhttp://dx.doi.org/10.1007/0-387-29311-6 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SBE
942			_2ddc _cER
999			_c56941 _d56941