Non-Expected Utility and Risk Management, Christian Gollier; Mark J. Machina
Автор: Fishburn, Peter C. Название: Foundations of expected utility ISBN: 9027714207 ISBN-13(EAN): 9789027714206 Издательство: Springer Рейтинг: Цена: 29768.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a unified treatment of my research in the foundations of expected utility theory from around 1965 to 1980. The numbers for theorems cited within a chapter have no prefix if they appear in that chapter, but otherwise carry a chapter prefix (Theorem 3.2 is Theorem 2 in Chapter 3).
Автор: Ilmanen, Antti Название: Expected returns ISBN: 1119990726 ISBN-13(EAN): 9781119990727 Издательство: Wiley Рейтинг: Цена: 8078.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters.
Автор: L. Daboni; Aldo M. Montesano; M. Lines Название: Recent Developments in the Foundations of Utility and Risk Theory ISBN: 940108551X ISBN-13(EAN): 9789401085519 Издательство: Springer Рейтинг: Цена: 33541.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For instance Amartya Sen - comparing the two current notions of rationality, internal consistency and self-interest pursuit introduces the concept of reasoning and considers the irrationality which may result from the failure of a positive correspondence between reasoning and choice or from a limited capacity of reasoning.
Описание: In this valuable book, Paul Schoemaker summarizes recent experimental and field research that he and others have undertaken regarding the descrip- tive validity of expected utility theory as a model of choice under uncer- tainty.
Автор: John Quiggin Название: Generalized Expected Utility Theory ISBN: 0792393023 ISBN-13(EAN): 9780792393023 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Examines the rank-dependent expected utility model (RDEU). This text considers this single model in an attempt to shed light on many of the concerns that have motivated the development of generalized utility models.
Автор: John Quiggin Название: Generalized Expected Utility Theory ISBN: 9401049661 ISBN-13(EAN): 9789401049665 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Economic analysis of choice under uncertainty has been dominated by the expected utility (EU) model, yet the EU model has never been without critics.
Автор: Simona Roccioletti Название: Backtesting Value at Risk and Expected Shortfall ISBN: 3658119071 ISBN-13(EAN): 9783658119072 Издательство: Springer Рейтинг: Цена: 7836.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes.
Автор: Ulrich Schmidt Название: Axiomatic Utility Theory under Risk ISBN: 3540643192 ISBN-13(EAN): 9783540643197 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first attempts to develop a utility theory for choice situations under risk were undertaken by Cramer (1728) and Bernoulli (1738). 199-201) proposed that the expected monetary value has to be replaced by the expected utility ("moral expectation") as the relevant criterion for decision making under risk.
Автор: G.M. Hagen; Fred Wenst?p Название: Progress in Utility and Risk Theory ISBN: 9027717311 ISBN-13(EAN): 9789027717313 Издательство: Springer Рейтинг: Цена: 24450.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The observation that utility and risk theory now appears to be in a state of rapid change has prompted us to choose the title PROGRESS IN UTILITY AND RISK THEORY for the book, in the belief that science always moves from poorer to more advanced paradigms or from weaker to more forceful theories.
Автор: L. Daboni; Aldo M. Montesano; M. Lines Название: Recent Developments in the Foundations of Utility and Risk Theory ISBN: 9027722013 ISBN-13(EAN): 9789027722010 Издательство: Springer Рейтинг: Цена: 33541.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For instance Amartya Sen - comparing the two current notions of rationality, internal consistency and self-interest pursuit introduces the concept of reasoning and considers the irrationality which may result from the failure of a positive correspondence between reasoning and choice or from a limited capacity of reasoning.
Автор: G.M. Hagen; Fred Wenst?p Название: Progress in Utility and Risk Theory ISBN: 940096353X ISBN-13(EAN): 9789400963535 Издательство: Springer Рейтинг: Цена: 24450.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The observation that utility and risk theory now appears to be in a state of rapid change has prompted us to choose the title PROGRESS IN UTILITY AND RISK THEORY for the book, in the belief that science always moves from poorer to more advanced paradigms or from weaker to more forceful theories.
Автор: Attila Chik?n; J?zsef Kindler; Istv?n Kiss; Doris Название: Progress In Decision, Utility And Risk Theory ISBN: 9401053871 ISBN-13(EAN): 9789401053877 Издательство: Springer Рейтинг: Цена: 27950.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In this volume we present some of the papers delivered at FUR-IV - the Fourth International Conference on Founda- tions and Applications of Utility, Risk and Decision Theory in Budapest, June 1988.
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