Stochastic Dominance and Applications to Finance, Risk and Economics

Songsak Sriboonchita · Wing‐Keung Wong · Sompong Dhompongsa · Hung T. Nguyen

173 citations0/0 files storedChapman & Hall/CRC eBooks

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Risk and Portfolio Optimization Probability and Statistical Research Decision-Making and Behavioral Economics

Abstract

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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