Problems in Portfolio Theory and the Fundamentals of Financial Decision Making: 10 (World Scientific Series in Finance) - Hardcover

Leonard C MacLean; William T Ziemba

 
9789814759144: Problems in Portfolio Theory and the Fundamentals of Financial Decision Making: 10 (World Scientific Series in Finance)
Hardcover
ISBN 10: 9814759147 ISBN 13: 9789814759144
Publisher: World Scientific Publishing Company, 2016

Synopsis

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'sStochastic Optimization Models in Finance.

"synopsis" may belong to another edition of this title.

Publisher
World Scientific Publishing Company
Publication date
2016
Language
English
ISBN 10 
9814759147
ISBN 13 
9789814759144
Binding
Hardcover
Number of pages
212

Other Popular Editions of the Same Title

9789814749930: Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making: 10 (World Scientific Series in Finance)

Featured Edition

ISBN 10:  9814749931 ISBN 13:  9789814749930
Publisher: Wspc, 2016
Softcover