Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making Paperback / softback
by Leonard C (Dalhousie Univ, Canada) Maclean, William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Sci Ziemba
Part of the World Scientific Series in Finance series
Paperback / softback
Description
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.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:212 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:01/12/2016
- Category:
- ISBN:9789814749930
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:212 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:01/12/2016
- Category:
- ISBN:9789814749930
