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Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

Af: Leonard C Maclean, William T Ziemba Engelsk Paperback

Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

Af: Leonard C Maclean, William T Ziemba Engelsk Paperback
Tjek vores konkurrenters priser

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.

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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.

Produktdetaljer
Sprog: Engelsk
Sider: 212
ISBN-13: 9789814749930
Indbinding: Paperback
Udgave:
ISBN-10: 9814749931
Kategori: Forside
Udg. Dato: 1 dec 2016
Længde: 0mm
Bredde: 0mm
Højde: 0mm
Forlag: World Scientific Publishing Co Pte Ltd
Oplagsdato: 1 dec 2016
Forfatter(e) Leonard C Maclean, William T Ziemba


Kategori Forside


ISBN-13 9789814749930


Sprog Engelsk


Indbinding Paperback


Sider 212


Udgave


Længde 0mm


Bredde 0mm


Højde 0mm


Udg. Dato 1 dec 2016


Oplagsdato 1 dec 2016


Forlag World Scientific Publishing Co Pte Ltd

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