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

Stochastic Dominance and Applications to Finance, Risk and Economics (eBook, ePUB)

• Format: ePub

Produktbeschreibung

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

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Erscheinungstermin: 19. Oktober 2009
• Englisch
• ISBN-13: 9781040206133
• Artikelnr.: 73256190

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.