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Stochastic Dominance: Investment Decision Making Under Uncertainty

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Stochastic Dominance: Investment Decision Making Under Uncertainty - Levy, Haim, Professor
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No matter whether one employs objective or subjective probabilities, the common stochastic dominance criteria and the mean variance rule may lead to paradoxes: they are unable to rank prospect A w^hich yields $1 with a probability of 0.01 and a million dollars with probability of 0.99, and prospect B which yields $2 with certainty.

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Stochastic Dominance: Investment Decision Making Under Uncertainty 2016, Springer, Cham

ISBN-13: 9783319330594

3rd Softcover Reprint of the Original 3rd 2016 edition

Trade paperback

Stochastic Dominance: Investment Decision Making Under Uncertainty 2015, Springer, Cham

ISBN-13: 9783319217079

3rd 2016 edition

Hardcover

Stochastic Dominance: Investment Decision Making under Uncertainty 2010, Springer-Verlag New York Inc., New York, NY

ISBN-13: 9781441939838

Softcover reprint of hardcover 2nd edition 2006

Paperback

Stochastic Dominance: Investment Decision Making Under Uncertainty 2006, Springer, New York, NY

ISBN-13: 9780387293028

2nd 2006 edition

Hardcover