PROBLEM PORTFOLIO THEORY & FUNDAMENTAL FIN DECISION MAKING: 10 (World Scientific Series in Finance) - Hardcover

Leonard C Maclean; LEONARD C MACLEAN & WILLIAM T ZIEMBA; WILLIAM T ZIEMBA

 
9789814759144: PROBLEM PORTFOLIO THEORY & FUNDAMENTAL FIN DECISION MAKING: 10 (World Scientific Series in Finance)
Hardcover
ISBN 10: 9814759147 ISBN 13: 9789814759144
Verlag: World Scientific, 2016

Inhaltsangabe

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's Stochastic Optimization Models in Finance.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Reseña del editor

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's Stochastic Optimization Models in Finance.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
World Scientific
Erscheinungsdatum
2016
Sprache
Englisch
ISBN 10 
9814759147
ISBN 13 
9789814759144
Einband
Tapa dura
Anzahl der Seiten
212
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

Weitere beliebte Ausgaben desselben Titels

9789814749930: Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making: 10 (World Scientific Series in Finance)

Vorgestellte Ausgabe

ISBN 10:  9814749931 ISBN 13:  9789814749930
Verlag: Wspc, 2016
Softcover