Includes bibliographical references (pages [407]-429) and index
CONTENTS NOTE
Text of Note
1. On the measurement of risk -- 2. Expected utility theory -- 3. Stochastic dominance decision rules -- 4. Stochastic dominance : the quantile -- 5. Algorithms for stochastic dominance -- 6. Stochastic dominance with specific distributions -- 7. The empirical studies -- 8. Applications of stochastic dominance rules -- 9. Stochastic dominance and risk measures -- 10. Stochastic dominance and diversification -- 11. Decision making and the investment horizon -- 12. The CAPM and stochastic dominance -- 13. Almost stochastic dominance (ASD) -- 14. Non-expected utility and stochastic dominance -- 15. Stochastic dominance and prospect theory -- 16. Future research
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Text of Note
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Title
Stochastic dominance : investment decision making under uncertainty.