Songsak Sriboonchita, Wing-Keung Wong, Sompong Dhompongsa, Hung T Nguyen

Stochastic Dominance and Applications to Finance, Risk and Economics

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Verlag: Taylor and Francis
• Seitenzahl: 456
• Erscheinungstermin: 28. Juni 2017
• Englisch
• Abmessung: 234mm x 156mm x 23mm
• Gewicht: 635g
• ISBN-13: 9781138117990
• ISBN-10: 1138117994
• Artikelnr.: 57058625

Autorenporträt

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.

Inhaltsangabe

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.