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Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

World Scientific Series in Finance 10

Format: Hardback
Publisher: World Scientific Publishing Co Pte Ltd, Singapore, Singapore
Published: 1st Dec 2016
Dimensions: w 152mm h 229mm d 13mm
Weight: 500g
ISBN-10: 9814759147
ISBN-13: 9789814759144
Barcode No: 9789814759144
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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's Stochastic Optimization Models in Finance.

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