Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making: 10 - Brossura

Maclean, Leonard C

Brossura

ISBN 10: 9814749931 ISBN 13: 9789814749930

Casa editrice: Wspc, 2016

Riassunto

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.

Dettagli dell'edizione

• Editore: Wspc
• Data di pubblicazione: 2016
• Lingua: Inglese
• ISBN 10: 9814749931
• ISBN 13: 9789814749930
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 212
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile