PROBLEMS IN PORTFOLIO THEORY AND THE FUNDAMENTALS OF FINANCIAL DECISION MAKING (World Scientific Finance)

MacLean, Leonard C; Ziemba, William T

ISBN 10: 9814759147 / ISBN 13: 9789814759144

Edité par World Scientific Publishing Company, 2016

A propos de cet article

N° de réf. du vendeur I-9789814759144

Détails bibliographiques

• Titre: PROBLEMS IN PORTFOLIO THEORY AND THE FUNDAMENTALS OF FINANCIAL DECISION MAKING (World Scientific Finance)
• Éditeur: World Scientific Publishing Company
• Date de parution: 2016
• Langue: anglais
• ISBN à 10 chiffres: 9814759147
• ISBN à 13 chiffres: 9789814759144
• Reliure: Couverture rigide
• État de l'article: New

A propos de ce titre

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.