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Problems in portfolio theory and the fundamentals of financial decision making
서명 / 저자 Problems in portfolio theory and the fundamentals of financial decision making / Leonard C. MacLean, William T. Ziemba.
저자명 MacLea, Leonard C.;Ziemba, W. T.
발행사항 Hackensack, New Jersey : World Scientific Pub. Co. Pte. Ltd., 2017.
총서명 World Scientific series in finance, 2010-1082 ; 10

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5166242

소장위치/청구기호

학술문화관(도서관)4층 인문사회도서(H,N)

HG4529.5 .M33 2017

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청구기호 HG4529.5 .M33 2017
형태사항 x, 201 p. : ill. ; 23 cm.
언어 English
일반주기 Includes index.
내용 Preface -- Books for which the problems are designed -- Section A: Arbitrage and asset pricing -- Appendix A: Fundamentals of asset pricing -- Section a exercises -- Section B: Utility theory -- Appendix B: Technical fundamentals for utility theory -- Section B: Exercises -- Stochastic dominance -- Appendix C: Probability and random variables -- Exercises -- Risk aversion and static portfolio theory -- Appendix D: Estimation of returns -- Exercises -- Section E: Risk measures -- Appendix E: Risk assessment -- Section e exercises -- Section F: Dynamic portfolio theory and asset allocation -- Appendix F: Dynamic pricing -- Section F: Exercises -- About the authors -- Index.
주제 Portfolio management.
Investments.
Finance.
Decision making.
LCCN 2016022160
ISBN 9789814759144 9789814749930 9789814759359
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