標題: Titlebook: Stochastic Dominance; Investment Decision Haim Levy Book 19981st edition Springer Science+Business Media New York 1998 Finance.Investment. [打印本頁] 作者: 愚蠢地活 時間: 2025-3-21 19:48
書目名稱Stochastic Dominance影響因子(影響力)
書目名稱Stochastic Dominance影響因子(影響力)學科排名
書目名稱Stochastic Dominance網(wǎng)絡(luò)公開度
書目名稱Stochastic Dominance網(wǎng)絡(luò)公開度學科排名
書目名稱Stochastic Dominance被引頻次
書目名稱Stochastic Dominance被引頻次學科排名
書目名稱Stochastic Dominance年度引用
書目名稱Stochastic Dominance年度引用學科排名
書目名稱Stochastic Dominance讀者反饋
書目名稱Stochastic Dominance讀者反饋學科排名
作者: 一條卷發(fā) 時間: 2025-3-21 21:41
On the Measurement of Risk,tle consensus. We would probably be offered diverse intuitive explanation, some quite colorful. Few would furnish a quantitative answer. Webster’s dictionary is hardly illuminating in this respect; among its definitions of risk we find:.作者: 羽毛長成 時間: 2025-3-22 02:55 作者: 高調(diào) 時間: 2025-3-22 07:44
Stochastic Dominance: The Quantile,e easily extended to the analysis of stochastic dominance among specific distributions of rates of return (e.g., lognormal distributions). Such extensions are quite difficult in the cumulative distribution framework.作者: allergen 時間: 2025-3-22 11:00
Expected Utility Theory, investment decision, the risk of the investment has to be weighed against its profitability. Thus, both profitability and risk have to be incorporated in the decision making process. We devote this chapter to the expected utility criterion that takes into account the whole distribution of returns (risk and return).作者: 去世 時間: 2025-3-22 16:32 作者: circumvent 時間: 2025-3-22 20:24
Stochastic Dominance and Risk Measures,ss asset exists. Finally, we discuss the . (MPSA) which is a risk measure similar to the MPS but which corresponds to DARA risk-averse utility functions. Thus, the MPS corresponds to SSD and the MPSA corresponds to TSD.作者: 虛度 時間: 2025-3-23 00:24
Decision Making and the Investment Horizon,sis of the investment horizon. In this chapter we investigate the extent to which the stochastic dominance efficient sets as well as other widely used portfolio analyses depend on the selected investment horizons.作者: Encephalitis 時間: 2025-3-23 04:33
Book 19981st editionnce approach, developed on the foundation of von- Neumann and Morgenstern‘ expected utility paradigm. 2 b) The mean-variance approach developed by Markowitz on the foundation of von-Neumann and Morgenstem‘s expected utility or simply on the assumption of a utility function based on mean and variance作者: LEERY 時間: 2025-3-23 06:59 作者: Hyperalgesia 時間: 2025-3-23 12:21
Non-Expected Utility and Stochastic Dominance,cuss some of the violations of the expected utility model (for a fuller account, see Machina, [1982 and 1983].), and review the modified of the expected utility theory, the . or ., as well as the competing models that have been developed in order to avoid these violations.作者: 討好美人 時間: 2025-3-23 15:56 作者: Meager 時間: 2025-3-23 19:28 作者: opportune 時間: 2025-3-23 23:45 作者: MORPH 時間: 2025-3-24 04:12 作者: 使習慣于 時間: 2025-3-24 10:18 作者: 聲音刺耳 時間: 2025-3-24 10:42 作者: Flounder 時間: 2025-3-24 17:00
The Empirical Studies,rms of the relative size of the resultant efficient set. Based solely on the first factor, the FSD is the best rule because the only assumption needed for its derivation is that U ∈ U. or U′ ≥ 0. However, the FSD rule is likely to be ineffective in that the resultant efficient set may not be much sm作者: 宴會 時間: 2025-3-24 20:27 作者: 友好 時間: 2025-3-24 23:11 作者: 發(fā)展 時間: 2025-3-25 06:54
Decision Making and the Investment Horizon,torical rates of return in the case of . analysis or true rates of return in the case of . analysis. In turn, rates of return are calculated on the basis of the investment horizon. In this chapter we investigate the extent to which the stochastic dominance efficient sets as well as other widely used作者: Allodynia 時間: 2025-3-25 09:58 作者: MELD 時間: 2025-3-25 11:55 作者: Flu表流動 時間: 2025-3-25 15:55
Future Research,hese research suggestions are strictly related to the stochastic dominance (SD) paradigm, and some relate to both the SD and the Mean-Variance (M-V) paradigms. Let us briefly discuss these research ideas.作者: 急急忙忙 時間: 2025-3-25 23:40
of the martyred Duke Wenceslas and his grandmother Ludmila (the Bohemian proto-martyr) provided the ruling dynasty with two saintly figures from its own family and a focus for collective identity and devotion.. As in Western Europe, the twelfth century in Bohemia was a period of expanding education 作者: GEN 時間: 2025-3-26 02:59
Haim Levyefore she submits to Petruchio’s “taming”: “My tongue will tell the anger of my heart,/ Or else my heart concealing it will break. …” In that earlier chapter, as we saw, the sixteenth-century women who gathered in a walled garden in Moderata Fonte’s Venice were . silent, nor were their twenty-first 作者: 制定法律 時間: 2025-3-26 08:02
Haim Levyefore she submits to Petruchio’s “taming”: “My tongue will tell the anger of my heart,/ Or else my heart concealing it will break. …” In that earlier chapter, as we saw, the sixteenth-century women who gathered in a walled garden in Moderata Fonte’s Venice were . silent, nor were their twenty-first 作者: 粘 時間: 2025-3-26 10:13 作者: TAG 時間: 2025-3-26 15:35 作者: armistice 時間: 2025-3-26 19:27
Haim Levyifficulties and their potential link with reading impairment have been investigated. However, noise has typically been considered as a unitary concept, despite the very different sort of interference it induces. Indeed, background noise typically interferes with the signal target at both peripheral 作者: ligature 時間: 2025-3-26 21:47
Haim Levyr 25 years of basic and clinical research in two distinct scientific disciplines. One utilized behavioral, electrophysiological and neuroimaging methods to study individual differences in language development and the etiology of developmental language-based learning disabilities (including Specific 作者: COMMA 時間: 2025-3-27 04:08 作者: POWER 時間: 2025-3-27 07:43
Haim Levyerally. It offers a comprehensive critique of three disciplinary approaches to reading: philosophical, literary and empirical/neuroscientific, while developing an innovative and unifying phenomenological account. It discusses texts from a variety of contemporary and historical contexts. It is inclus作者: 悄悄移動 時間: 2025-3-27 09:28 作者: 過剩 時間: 2025-3-27 16:30
Haim Levyerally. It offers a comprehensive critique of three disciplinary approaches to reading: philosophical, literary and empirical/neuroscientific, while developing an innovative and unifying phenomenological account. It discusses texts from a variety of contemporary and historical contexts. It is inclus作者: 放肆的我 時間: 2025-3-27 18:10
rs. The number of paper documents doubles every four years, and the amount of information stored on all data carriers every six years. New knowledge, however, increases at a considerably lower rate. Possibilities for automatic content recognition in various media and for the processing of documents 作者: 干旱 時間: 2025-3-28 01:26
Springer Science+Business Media New York 1998作者: Coronation 時間: 2025-3-28 04:07 作者: 大都市 時間: 2025-3-28 07:05
Applications of Stochastic Dominance Rules,Stochastic dominance rules are applicable in many varied fields and, in particular, finance, economics, insurance, statistics, agriculture, and medicine. Due to space constraints, we will mention only a few such applications in this chapter.作者: 懶惰民族 時間: 2025-3-28 11:36
Studies in Risk and Uncertaintyhttp://image.papertrans.cn/s/image/877922.jpg作者: surmount 時間: 2025-3-28 18:26
https://doi.org/10.1007/978-1-4757-2840-8Finance; Investment; Portfolio Selection; algorithms; decision making; distribution; diversification; econo作者: conquer 時間: 2025-3-28 20:05
Stochastic Dominance with Specific Distributions,umptions are made on the shape of the distributions of rates of return. In that sense, stochastic dominance rules are .. However, assumptions on the shape of the distributions of rates of return can be added and, in some cases, . can be derived because the rules will be stated in terms of the distribution’s parameters (e.g., mean and variance).作者: Conquest 時間: 2025-3-29 00:36
Future Research,hese research suggestions are strictly related to the stochastic dominance (SD) paradigm, and some relate to both the SD and the Mean-Variance (M-V) paradigms. Let us briefly discuss these research ideas.作者: 標準 時間: 2025-3-29 06:16 作者: 微粒 時間: 2025-3-29 09:13
The CAPM and Stochastic Dominance, been developed under other frameworks which do not assume normality. Levy (1977). has shown that technically the CAPM holds even if all possible mixes of distributions are log-normal (bounded from below by zero). However, with discrete time models, a new problem emerges: if x and y are lognormally 作者: 假裝是我 時間: 2025-3-29 11:51 作者: 無效 時間: 2025-3-29 19:26
0926-972X han on total wealth. The above approaches are discussed and compared in this book. W e also discuss cases in which stochastic dominance rules coincide with the mean-variance rule and cases in which contradictions between these two approaches may occur. We then discuss the relationship between stochastic domin978-1-4757-2840-8Series ISSN 0926-972X 作者: Asparagus 時間: 2025-3-29 21:04
ndherhusbandP?emysl thePlowman,theallegedfounderoftheP?emysliddynasty,muchinthe same way that Geoffrey made King Arthur the heroic precursor of the Norman rulers of England. Cosmas was a graduate of the famous school of rhetoric at Liège and steeped in classical learning.作者: ineptitude 時間: 2025-3-30 02:09 作者: Hdl348 時間: 2025-3-30 05:22
Haim Levynt—when their anguish and despair are concealed and when their anger is unspoken. These are not untamed shrews, radical reformers, disposable daughters, or writers who need a quiet place to create. These are women we encounter every day of our lives. They are wives and mothers living lives of quiet—作者: MAUVE 時間: 2025-3-30 10:16
Haim Levyta. These factors combined mean that auditory thresholds probably reflect a complicated mixture of pure sensory abilities and the additional neurocognitive mechanisms that are required for the overt perception and recognition of stimulus dimensions being tested in a given task, as well as task compl作者: miscreant 時間: 2025-3-30 12:21 作者: 鍵琴 時間: 2025-3-30 20:15 作者: Middle-Ear 時間: 2025-3-31 00:03
