Stochastic Dominance and Applications to Finance, Risk and Economics
This book covers stochastic dominance from an economic context through utility theory, risk investment, and risk behavior. It uses empirical science to validate stochastic dominance through both parametric and nonparametric hypothesis testing. It also includes material on various types of data, such as imprecise, missing, and censored data. After a chapter on statistics for risk analysis, the text explores many applications relating to profit and loss for business planning, international trade, analysis of Asian hedge funds, and more. The last chapter considers research issues on the stochastic dominance approach to decision making. Problems…
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Produktdetails
Weitere Autoren: Wong, Wing-Keung (Hong Kong Baptist University) / Dhompongsa, Sompong (Chiang Mai University, Chiang Mai, Thailand) / Nguyen, Hung T. (New Mexico State University, Las Cruces, USA)
- ISBN: 978-1-4200-8266-1
- EAN: 9781420082661
- Produktnummer: 3527702
- Verlag: Taylor & Francis Ltd
- Sprache: Englisch
- Erscheinungsjahr: 2009
- Seitenangabe: 455 S.
- Masse: H24.1 cm x B16.6 cm x D2.9 cm 764 g
- Abbildungen: Equation driven manuscript.; 25 Tables, black and white
- Gewicht: 764
- Sonstiges: Professional & Vocational
Über den Autor
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.
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