Problems in Portfolio Theory and the Fundamentals of Financial Decision Making - Couverture rigide

Maclean, Leonard C; Ziemba, William T

 
9789814759144: Problems in Portfolio Theory and the Fundamentals of Financial Decision Making
Couverture rigide
ISBN 10 : 9814759147 ISBN 13 : 9789814759144
Editeur : World Scientific Publishing Co Pte Ltd, 2016

Synopsis

This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage. The problems cover many aspects of static and dynamic portfolio theory as well as other important subjects such as arbitrage and asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and asset allocation. This material could be used with important books that cover these topics including MacLean-Ziemba's The Handbook of the Fundamentals of Financial Decision Making, and Ziemba-Vickson'sStochastic Optimization Models in Finance.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage. The problems cover many aspects of static and dynamic portfolio theory as well as other important subjects such as arbitrage and asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and asset allocation. This material could be used with important books that cover these topics including MacLean-Ziemba's The Handbook of the Fundamentals of Financial Decision Making, and Ziemba-Vickson'sStochastic Optimization Models in Finance.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2016
Langue
anglais
ISBN 10 
9814759147
ISBN 13 
9789814759144
Reliure
Relié
Nombre de pages
212
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9789814749930: Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

Edition présentée

ISBN 10 :  9814749931 ISBN 13 :  9789814749930
Editeur : Wspc, 2016
Couverture souple