Tent caterpillars (Fact sheet - Texas Agricultural Extension Service)

This digital document is a journal article from Journal of Empirical Finance, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.Description: We make the choice between mutual funds realistic and rigorous by incorporating (i) unconventional non-expected utility theories implying four desirable properties (4DPs) of utility functions, and (ii) the fourth-order stochastic dominance (4SD). Kimball's (Econometrica 58 (1990) 53) diminishing prudence is shown to need 4SD. A new weighting incorporates 4DPs into various criteria including the Sharpe ratio. We use...
Publisher : Texas Agricultural Extension Service, Texas A & M University System
Author : J. A Jackman
Price : $8.95

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