Publication:
Pseudo Stochastic Dominance. Applications

Loading...
Thumbnail Image
Full text at PDC
Publication Date
2011
Advisors (or tutors)
Editors
Journal Title
Journal ISSN
Volume Title
Publisher
Universidad Nacional de Colombia
Citations
Google Scholar
Research Projects
Organizational Units
Journal Issue
Abstract
The aim of this work is to show that on certain ocasions classic decision rules used in the context of options (Stochastic Dominance criteria and Mean-Variance rules) do not provide a selection of one specific option over the other, therefore, the need of working with other criteria that can help us in our choice. We place special interest in economic and financial applications.
Description
Unesco subjects
Keywords
Citation
Collections