Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making Hardback
by William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Sci Ziemba, Raymond G (Retired, Univ Of Waterloo, Canada) Vickson, Leonard C (Dalhousie Univ, Canada) Maclean
Part of the World Scientific Series in Finance series
Hardback
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
-
Item not Available
- Format:Hardback
- Pages:212 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:01/12/2016
- Category:
- ISBN:9789814759144
Information
-
Item not Available
- Format:Hardback
- Pages:212 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:01/12/2016
- Category:
- ISBN:9789814759144