Stochastic Dominance and Applications to Finance, Risk and Economics
Published on 19. October 2009
455 pages
978-1-040-20613-3 (ISBN)
Description
Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications. Useful Concepts and Techniques for Economics ApplicationsThe
Reviews / Votes
The book helps readers in building a useful repertoire of mathematical tools in decision making under uncertainty, especially in investment science, and provides thorough coverage on the theory of SD, along with many applications to economics and other fields where risk is crucial. Given these, it may be used as a textbook for a course on stochastic dominance for beginners as well as a solid reference book for researchers, especially in the field of economics.-Zentralblatt MATH 1180
More details
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
Professional and scholarly
File size
0,58 MB
ISBN-13
978-1-040-20613-3 (9781040206133)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Songsak Sriboonchita | Wing-Keung Wong | Sompong Dhompongsa
Stochastic Dominance and Applications to Finance, Risk and Economics
Book
06/2017
1st Edition
CRC Press
€107.30
Shipment within 10-20 days
Songsak Sriboonchita | Wing-Keung Wong | Sompong Dhompongsa
Stochastic Dominance and Applications to Finance, Risk and Economics
Book
10/2009
1st Edition
Chapman & Hall/CRC
€334.26
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Persons
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.
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.
Content
Utility in Decision Theory. Foundations of Stochastic Dominance. Issues in Stochastic Dominance. Financial Risk Measures. Choquet Integrals as Risk Measures. Foundational Statistics for Stochastic Dominance. Models and Data in Econometrics. Applications to Finance. Applications to Risk Management. Applications to Economics. Appendix. Bibliography. Index.
