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Stochastic Dominance : Investment Decision Making under Uncertainty

Levy, Haim (contributor) - 2006 - Second Edition

This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: the stochastic dominance approach; the mean-variance approach; and the non-expected utility approach, focusing on prospect theory and its modified version, cumulative...

Persistent link: https://www.econbiz.de/10013520424

Stochastic Dominance : Investment Decision Making under Uncertainty

Levy, Haim - 2016 - 3rd ed. 2016

Risk: Is There a Unique Objective Measure? -- Expected Utility Theory -- Stochastic Dominance Decision Rules … Distributions -- Almost Stochastic Dominance (ASD) -- Stochastic Dominance and Risk Measures -- Stochastic Dominance and …

Persistent link: https://www.econbiz.de/10014017858

The Knowledge Ahead Approach to Risk : Theory and Experimental Evidence

Pope, Robin (contributor); Leitner, Johannes (contributor); … - 2007

employs stages of knowledge ahead to track satisfactions and dissatisfactions. In the first stage of risk, the uninsured face … out on by the insured). In the second stage when the risk is passed the uninsured may face the dissatisfactions of …

Persistent link: https://www.econbiz.de/10013520645

Risikomessung mit kohärenten, spektralen und konvexen Risikomaßen : Konzeption, entscheidungstheoretische Implikationen und finanzwirtschaftliche Anwendungen

Brandtner, Mario - 2012

Als Reaktion auf die Schwächen des Value-at-Risk-Konzeptes wurden in der Literatur axiomatische Risikomessansätze als …

Persistent link: https://www.econbiz.de/10014015725

Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets

Schulmerich, Marcus - 2015

they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a …This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … market anomalies and historical crashes. It is intended to serve as a comprehensive introduction to asset and risk management …

Persistent link: https://www.econbiz.de/10012402226

Behavioral Decision Theory : Psychological and Mathematical Descriptions of Human Choice Behavior

Takemura, Kazuhisa - 2014

This book provides an overview of behavioral decision theory and related research findings. In brief, behavioral decision theory is a general term for descriptive theories to explain the psychological knowledge related to decision-making behavior. It is called a theory, but actually it is a...

Persistent link: https://www.econbiz.de/10014017585

Uncertainty and Risk : Mental, Formal, Experimental Representations

Abdellaoui, Mohammed; Luce, R. Duncan; Machina, Mark J.; … - 2007

risk and risk attitude concepts. Behavior under uncertainty emerges from this book as something to base more on inquiry and …

Persistent link: https://www.econbiz.de/10013520749

Evolution of Non-Expected Utility Preferences

Widekind, Sven (contributor) - 2008

The theory on the evolution of preferences deals with the endogenous formation of preference relations in strategic situations. It is related to the field of evolutionary game theory. In this book we analyze the role and the influence of general, possibly non-expected utility preferences in such...

Persistent link: https://www.econbiz.de/10013520896

Risikopräferenzen für zeitoptimale Portfolioselektion

Bouzaima, Martin - 2010

Einführung -- Eine Entscheidungstheorie für zeitoptimale Entscheidungen -- Risikoneigung über Zielerreichungszeiten - Eine Analyse auf Basis der klassischen Zeitpräferenztheorie -- Risikoneigung über Zielerreichungszeiten - Eine Analyse auf Basis eines neuen St. Petersburg-Spiels --...

Persistent link: https://www.econbiz.de/10014425155

The Portfolio Theorists : Von Neumann, Savage, Arrow and Markowitz

2012

Read examines probability, risk, and uncertainty through the contributions of John von Neumann, Leonard Jimmie Savage … and insights into financial rewards under risk and uncertainty …

Persistent link: https://www.econbiz.de/10011612201