[BOOK][B] Stochastic dominance: Investment decision making under uncertainty
H Levy - 2015 - books.google.com
This fully updated third edition is devoted to the analysis of various Stochastic Dominance
(SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the …
(SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the …
Stochastic dominance and expected utility: Survey and analysis
H Levy - Management science, 1992 - pubsonline.informs.org
While Stochastic Dominance has been employed in various forms as early as 1932, it has
only been since 1969–1970 that the notion has been developed and extensively employed …
only been since 1969–1970 that the notion has been developed and extensively employed …
An accounting analysis of the risk‐return relationship in bull and bear markets
MK Kim, BE Ismail - Review of Financial Economics, 1998 - Wiley Online Library
This study provides evidence that accounting beta (earnings and cash flow‐based) provides
information consistent with the risk‐return relationship in up‐and down‐markets. We are not …
information consistent with the risk‐return relationship in up‐and down‐markets. We are not …
[PDF][PDF] A decision model in investment according to price/earning ratio
PC Fuentes, RP Daza - Revista brasileira de economia, 1996 - periodicos.fgv.br
A decision model in investment according to price/earning ratio* Page 1 • • A decision model in
investment according to price/earning ratio* Patricia Contzen Fuentes** Rigoberto Parada …
investment according to price/earning ratio* Patricia Contzen Fuentes** Rigoberto Parada …
STOCHASTIC DOMINANCE
IDM under Uncertainty - Springer
2.1 Introduction 2.2 Investment Criteria a) The Maximum Return Criterion (MRC) b) The
Maximum Expected Return Criterion (MERC) 2.3 The Axioms and Proof of the Maximum …
Maximum Expected Return Criterion (MERC) 2.3 The Axioms and Proof of the Maximum …