Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making
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A01=Leonard C Maclean
A01=William T Ziemba
Asset Allocation
Asset Pricing
Author_Leonard C Maclean
Author_William T Ziemba
Category=KFFM
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Portfolio Theory
Risk Aversion
Product details
- ISBN 9789814749930
- Publication Date: 01 Dec 2016
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Paperback
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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.
