Portfolio indexing: theory and practice
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester [u.a.]
Wiley
1999
|
| Schriftenreihe: | Wiley frontiers in finance
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVIII, 157 S. Ill., graph. Darst. |
| ISBN: | 0471988685 |
Internformat
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
FOREWORD ix
PREFACE xi
ACKNOWLEDGEMENTS xvi
CHAPTER 1: A RANDOM WALK THROUGH FINANCE
THEORY^ESSENTIAL BUILDING BLOCKS 1
Introduction—The Mystery of Investment
How Financial Markets Work
Subjective Utility
The Formalisation of Uncertainty as Risk
The Rationality Principle
Arbitrage
Conclusions
CHAPTER 2: THE CAPITAL ASSET PRICING MODEL—THE
DAWN OF PORTFOLIO INDEXING 33
Introduction
Portfolio Theory
The CAPM Twist
Further Developments of CAPM
Tracker Funds
Conclusions
CHAPTER 3: DIFFICULTIES FINANCIAL MARKETS IN
THE FULL LIGHT OF DAY 65
Introduction
The Limitations of the Risk Framework for Analysing Uncertainty
Strategy and the Complexities of Rationality
Time and its Intricacies
vi Contents
Hysteresis Effects and the Limits of Arbitrage
Conclusions
CHAPTER 4: AN ALTERNATIVE—FINANCIAL MARKET
STRATEGY IN THE TWILIGHT 107
Complex Worlds
Dealing with Complexity—Introductory Comments
Dealing with Complexity—The Survival Principle
Early Warning Systems as Aids to Survival
Dealing with Complexity—Other Filters
Concluding Comments—Investing in the Twilight
BIBLIOGRAPHY 149
INDEX 151
|
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:34:34Z |
| institution | BVB |
| isbn | 0471988685 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008734029 |
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| physical | XVIII, 157 S. Ill., graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
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| publisher | Wiley |
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| spelling | Hutchinson, Harold Verfasser aut Portfolio indexing theory and practice Harold Hutchinson Chichester [u.a.] Wiley 1999 XVIII, 157 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley frontiers in finance CAPM FINANSIELLE MARKEDER PORTEFØLJESTYRING Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 s Mathematisches Modell (DE-588)4114528-8 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008734029&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hutchinson, Harold Portfolio indexing theory and practice CAPM FINANSIELLE MARKEDER PORTEFØLJESTYRING Portfolio Selection (DE-588)4046834-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4114528-8 |
| title | Portfolio indexing theory and practice |
| title_auth | Portfolio indexing theory and practice |
| title_exact_search | Portfolio indexing theory and practice |
| title_full | Portfolio indexing theory and practice Harold Hutchinson |
| title_fullStr | Portfolio indexing theory and practice Harold Hutchinson |
| title_full_unstemmed | Portfolio indexing theory and practice Harold Hutchinson |
| title_short | Portfolio indexing |
| title_sort | portfolio indexing theory and practice |
| title_sub | theory and practice |
| topic | CAPM FINANSIELLE MARKEDER PORTEFØLJESTYRING Portfolio Selection (DE-588)4046834-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | CAPM FINANSIELLE MARKEDER PORTEFØLJESTYRING Portfolio Selection Mathematisches Modell |
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