Problems in portfolio theory and the fundamentals of financial decision making
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 --...
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Hackensack, NJ u.a.
World Scientific
2017
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| Schriftenreihe: | World Scientific series in finance
10 |
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| Online Zugang: | Inhaltsverzeichnis |
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Tag hinzufügen | Zusammenfassung: | 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 |
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| Beschreibung: | Includes index |
| Beschreibung: | X, 201 S. : Ill., graph. Darst. |
| ISBN: | 9789814759144 |