Problems in Portfolio Theory and the Fundamentals of Financial Decision Making by Leonard C MacLean

Problems in Portfolio Theory and the Fundamentals of Financial Decision Making

byLeonard C MacLean, William T Ziemba

Kobo ebook | September 29, 2016

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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.

Contents:

  • Arbitrage and Asset Pricing
  • Utility Theory
  • Stochastic Dominance
  • Risk Aversion and Static Portfolio Theory
  • Risk Measures
  • Dynamic Portfolio Theory and Asset Allocation

Readership: Students, Graduate Students and Researchers who would like to have a deeper understanding of portfolio theory.

Title:Problems in Portfolio Theory and the Fundamentals of Financial Decision MakingFormat:Kobo ebookPublished:September 29, 2016Publisher:World Scientific Publishing CompanyLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:9814759368

ISBN - 13:9789814759366

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