Stochastic Dominance and Applications to Finance, Risk and Economics
Language: English
Published by Chapman and Hall/CRC 2017-06-28, 2017
- Softcover
- New
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Seller Inventory # 6666-TNFPD-9781138117990
- Title
- Stochastic Dominance and Applications to Finance, Risk and Economics
- Author
- Songsak Sriboonchita, Wing-Keung Wong, Sompong Dhompongsa, Hung T. Nguyen
- Publisher
- Chapman and Hall/CRC 2017-06-28
- Publication year
- 2017
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1138117994
- ISBN 13
- 9781138117990
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 Applications
The majority of the text presents a systematic exposition of SD, emphasizing rigor and generality. It covers utility theory, multivariate SD, quantile functions, risk modeling, Choquet integrals, other risk measures, statistical inference, nonparametric estimation, hypothesis testing, and econometrics. The remainder of the book explores new applications of SD in finance, risk, and economics. At the beginning of each economic concept, the authors clearly explain only the necessary mathematics so readers are not overburdened with learning nonessential, arduous mathematics.
This accessible guide helps readers build a useful repertoire of mathematical tools in decision making under uncertainty, especially in investment science. It provides thorough coverage on the theory of SD, along with many applications to economics and other fields where risk is crucial.
"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.
Chiron Media
Wallingford, United Kingdom
AbeBooks seller since August 2, 2010
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