Models for Investors in Real World Markets
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A01=Edward E. Williams
A01=James R. Thompson
A01=M. Chapman Findlay
Author_Edward E. Williams
Author_James R. Thompson
Author_M. Chapman Findlay
Category=KFFM
Category=PBWH
collapse
economic
efficient
enron
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
failedand
fiascos
financial
investment strategies
least
marketbased formula
markets
modern
pause
probabilities
provocative volume
questions
rigid laws
riskneutral
similar
theory
uniquely timely
Product details
- ISBN 9780471356288
- Weight: 694g
- Dimensions: 161 x 242mm
- Publication Date: 29 Nov 2002
- Publisher: John Wiley & Sons Inc
- Publication City/Country: US
- Product Form: Hardback
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* Considers neoclassical models in light of results that can go wrong with them to bring about better models.
* Questions the assumption that markets clear quickly.
* Offers a timely examination of the LTCM collapse.
* Written by a group of well-respected and highly qualified authors.
* Questions the assumption that markets clear quickly.
* Offers a timely examination of the LTCM collapse.
* Written by a group of well-respected and highly qualified authors.
JAMES R. THOMPSON, PhD, is the Noah Harding Professor of Statistics at Rice University.
EDWARD E. WILLIAMS, PhD, is Henry Gardiner Symonds Professor at the Jesse H. Jones Graduate School of Business Administration at Rice University.
M. CHAPMAN FINDLAY, III, PhD, is President and Director of Fin Fin Inc., and Director of First Texas Venture Capital, LLC, and a principal at Findlay, Phillips and Associates in Los Angeles, California.
