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Stochastic dominance in portfolio analysis and asset pricing
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Stochastic Dominance
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Authors: Haim Levy
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Type: BOOK - Published: 2013-02-16 - Publisher: Springer

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This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: a) The stochastic dominance approa
Econometric Analysis of Stochastic Dominance
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This book offers an up-to-date, comprehensive coverage of stochastic dominance and its related concepts in a unified framework. A method for ordering probabilit
Introduction to Mathematical Portfolio Theory
Language: en
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Authors: Mark S. Joshi
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Type: BOOK - Published: 2013-07-11 - Publisher: Cambridge University Press

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This concise yet comprehensive guide focuses on the mathematics of portfolio theory without losing sight of the finance.
Theory of Financial Decision Making
Language: en
Pages: 506
Authors: Jonathan E. Ingersoll
Categories: Finance
Type: BOOK - Published: 1987 - Publisher: Rowman & Littlefield

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Based on courses developed by the author over several years, this book provides access to a broad area of research that is not available in separate articles or