TL;DRAbstract
In this chapter, we discuss several stochastic dominance (SD) investment criteria, of which some are quite old and well known and some are relatively new and therefore not as widely known. As we see later in this book, we employ some of these SD investment criteria in the analysis of the Capital Asset Pricing Model (CAPM) in the Prospect Theory (PT) framework.
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In this chapter, we discuss several stochastic dominance (SD) investment criteria, of which some are quite old and well known and some are relatively new and therefore not as widely known. As we see later in this book, we employ some of these SD investment criteria in the analysis of the Capital Asset Pricing Model (CAPM) in the Prospect Theory (PT) framework.
Keywords
Capital asset pricing modelStochastic dominanceInvestment (military)EconomicsDominance (genetics)Financial economicsExpected utility hypothesisMicroeconomics
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