Stochastic Dominance and Applications to Finance, Risk and Economics

By Hung T. Nguyêñ, Wing-Keung Wong, Songsak Sriboonchita, et al.

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.

• Format: Paperback
• Language: English
• ISBN: 1138117994
• ISBN13: 9781138117990
• Release Date: July 2017
• Publisher: CRC Press
• Length: 456 Pages
• Weight: 1.40 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"