Problems in Portfolio Theory and the Fundamentals of Financial Decision Making: 10 - Rilegato

Maclean, Leonard C.; Ziemba, William T.

Rilegato

ISBN 10: 9814759147 ISBN 13: 9789814759144

Casa editrice: World Scientific Pub Co Inc, 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 measures, 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: World Scientific Pub Co Inc
• Data di pubblicazione: 2016
• Lingua: Inglese
• ISBN 10: 9814759147
• ISBN 13: 9789814759144
• Rilegatura: Copertina rigida
• Numero di pagine: 201
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile