中文参考译名:随机优势：投资决策的不确定性决策下，在风险和不确定性（研究）
Author: Haim Levy
Publisher: Springer
Keywords: uncertainty, studies, risk, making, decision, dominance, investment, stochastic
Number of Pages: 440
Published: 2006-02-23
List price: $149.00
ISBN-10: 0387293027
ISBN-13: 9780387293028

This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: The stochastic dominance approach; the mean-variance approach; and the non-expected utility approach, focusing on prospect theory and its modified version, cumulative prospect theory. These approaches are discussed and compared in this book. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and cases in which contradictions between these two approaches may occur.