Verfügbarkeit: Problems in portfolio theory and the fundamentals of financial decision making

Problems in portfolio theory and the fundamentals of financial decision making:

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Bibliographische Detailangaben
Hauptverfasser:	MacLean, Leonard C. (VerfasserIn), Ziemba, William T. 1941- (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	New Jersey World Scientific [2017]
Schriftenreihe:	World Scientific series in finance Vol. 10
Schlagworte:	Portfolio management Investments Finance Decision making Risikoverhalten Entscheidung bei Unsicherheit Finanzmathematik Portfolio Selection
Online-Zugang:	Inhaltsverzeichnis Inhaltsverzeichnis Inhaltsverzeichnis
Beschreibung:	Includes index
Beschreibung:	x, 201 Seiten
ISBN:	9789814759144 9789814749930

Internformat

MARC


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Datensatz im Suchindex

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adam_text	PROBLEMS IN PORTFOLIO THEORY AND THE FUNDAMENTALS OF FINANCIAL DECISION MAKING / MACLEA, LEONARD C.YYEAUTHOR : 2017 TABLE OF CONTENTS / INHALTSVERZEICHNIS 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 DIESES SCHRIFTSTCK WURDE MASCHINELL ERZEUGT. Titel: Problems in portfolio theory and the fundamentals of financial decision making Autor: MacLean, L. C Jahr: 2017 CONTENTS Preface vii Books for which the Problems are Designed 1 (a) The Handbook of the Fundamentals of Financial Decision Making, Leonard C. MacLean and William T. Ziemba (eds.), (2013)..................1 (b) Stochastic Optimization Models in Finance, William T. Ziemba and Raymond G. Vickson (eds.), Editions 1 2 (1975, 2006) ............................11 Section A: Arbitrage and Asset Pricing 33 Appendix A: Fundamentals of Asset Pricing..............41 Section A Exercises..........................................48 Section B: Utility Theory 57 Appendix B: Technical Fundamentals for Utility Theory..................................................67 Section B Exercises..........................................70 Section C: Stochastic Dominance 79 Appendix C: Probability and Random Variables..........89 Section C Exercises..........................................91 Section D: Risk Aversion and Static Portfolio Theory 103 Appendix D: Optimization..................................114 Section D Exercises..........................................117 Section E: Risk Measures 131 Appendix E: Risk Assessment ..............................139 Section E Exercises..........................................144 Section F: Dynamic Portfolio Theory and Asset Allocation 149 Appendix F: Dynamic Pricing..............................160 Section F Exercises..........................................168 About the Authors 195 Index 199
any_adam_object	1
author	MacLean, Leonard C. Ziemba, William T. 1941-
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author_sort	MacLean, Leonard C.
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dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
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dewey-tens	330 - Economics
discipline	Wirtschaftswissenschaften
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isbn	9789814759144 9789814749930
language	English
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spelling	MacLean, Leonard C. Verfasser (DE-588)170801683 aut Problems in portfolio theory and the fundamentals of financial decision making Leonard C. MacLean (Dalhousie University, Canada), William T. Ziemba (University of British Columbia, Canada ; London School of Economics, UK) New Jersey World Scientific [2017] x, 201 Seiten txt rdacontent n rdamedia nc rdacarrier World Scientific series in finance Vol. 10 Includes index Portfolio management Investments Finance Decision making Risikoverhalten (DE-588)4050133-4 gnd rswk-swf Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 s Entscheidung bei Unsicherheit (DE-588)4070864-0 s Risikoverhalten (DE-588)4050133-4 s Finanzmathematik (DE-588)4017195-4 s b DE-604 Ziemba, William T. 1941- Verfasser (DE-588)108488713 aut World Scientific series in finance Vol. 10 (DE-604)BV040743817 10 DE-601 application/pdf http://www.gbv.de/dms/zbw/86133888X.pdf Inhaltsverzeichnis LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029426051&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029426051&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	MacLean, Leonard C. Ziemba, William T. 1941- Problems in portfolio theory and the fundamentals of financial decision making World Scientific series in finance Portfolio management Investments Finance Decision making Risikoverhalten (DE-588)4050133-4 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd Finanzmathematik (DE-588)4017195-4 gnd Portfolio Selection (DE-588)4046834-3 gnd
subject_GND	(DE-588)4050133-4 (DE-588)4070864-0 (DE-588)4017195-4 (DE-588)4046834-3
title	Problems in portfolio theory and the fundamentals of financial decision making
title_auth	Problems in portfolio theory and the fundamentals of financial decision making
title_exact_search	Problems in portfolio theory and the fundamentals of financial decision making
title_full	Problems in portfolio theory and the fundamentals of financial decision making Leonard C. MacLean (Dalhousie University, Canada), William T. Ziemba (University of British Columbia, Canada ; London School of Economics, UK)
title_fullStr	Problems in portfolio theory and the fundamentals of financial decision making Leonard C. MacLean (Dalhousie University, Canada), William T. Ziemba (University of British Columbia, Canada ; London School of Economics, UK)
title_full_unstemmed	Problems in portfolio theory and the fundamentals of financial decision making Leonard C. MacLean (Dalhousie University, Canada), William T. Ziemba (University of British Columbia, Canada ; London School of Economics, UK)
title_short	Problems in portfolio theory and the fundamentals of financial decision making
title_sort	problems in portfolio theory and the fundamentals of financial decision making
topic	Portfolio management Investments Finance Decision making Risikoverhalten (DE-588)4050133-4 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd Finanzmathematik (DE-588)4017195-4 gnd Portfolio Selection (DE-588)4046834-3 gnd
topic_facet	Portfolio management Investments Finance Decision making Risikoverhalten Entscheidung bei Unsicherheit Finanzmathematik Portfolio Selection
url	http://www.gbv.de/dms/zbw/86133888X.pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029426051&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029426051&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV040743817
work_keys_str_mv	AT macleanleonardc problemsinportfoliotheoryandthefundamentalsoffinancialdecisionmaking AT ziembawilliamt problemsinportfoliotheoryandthefundamentalsoffinancialdecisionmaking

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