Handbook of the fundamentals of financial decision making /:
This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II. Part I is concerned with Decision Making Under...
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| Weitere Verfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hackensack, NJ :
World Scientific Pub.,
©2013.
|
| Schriftenreihe: | World Scientific handbook in financial economic series ;
v. 4. |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II. Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Part II is concerned with Dynamic Modeling that is the transition for static decision making to multiperiod decision making. The analysis starts with Risk Measures and then discusses Dynamic Portfolio Theory, Tactical Asset Allocation and Asset-Liability Management Using Utility and Goal Based Consumption-Investment Decision Models. A comprehensive set of problems both computational and review and mind expanding with many unsolved problems are in an accompanying problems book. The handbook plus the book of problems form a very strong set of materials for PhD and Masters courses both as the main or as supplementary text in finance theory, financial decision making and portfolio theory. For researchers, it is a valuable resource being an up to date treatment of topics in the classic books on these topics by Johnathan Ingersoll in 1988, and William Ziemba and Raymond Vickson in 1975 (updated 2nd edition published in 2006). |
| Beschreibung: | 1 online resource (2 volumes (800 pages)) |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9789814417358 9814417351 1299714781 9781299714786 |
| ISSN: | 2010-1732 ; |
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| 245 | 0 | 0 | |a Handbook of the fundamentals of financial decision making / |c edited by Leonard C. MacLean and William T. Ziemba. |
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| 490 | 1 | |a World scientific handbook in financial economic series, |x 2010-1732 ; |v v. 4 | |
| 588 | 0 | |a Print version record. | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a pt. I. Decision making under uncertainty. section A. Arbitrage and asset pricing. section B. Utility theory. section C. Stochastic dominance. section D. Risk aversion and static portfolio theory -- pt. II. From decision making to measurement and dynamic modeling. section E. Risk measures. section F. Dynamic portfolio theory and asset allocation. | |
| 505 | 8 | |a 1. The arbitrage theory of capital asset pricing / SA Ross -- 2. The fundamental theorem of asset pricing / W Schachermayer -- 3. Risk neutral pricing / W Schachermayer -- 4. Using Tucker's theorem of the alternative to provide a framework for proving basic arbitrage results / M Kallio and WT Ziemba -- 5. A general theory of subjective probabilities and expected utilities / P Fishburn -- 6. Prospect theory: an analysis of decisions under risk / D Kahneman and A Tversky -- 7. Prospect theory: much ado about nothing? / M Levy and H Levy -- 8. The data of Levy and Levy (2002) "Prospect theory: much ado about nothing?" actually support prospect theory / PP Wakker -- 9. Prospect theory and mean-variance analysis / M Levy and H Levy -- 10. Violations of cumulative prospect theory in mixed gambles with moderate probabilities / G Baltussen, T Post and PV Vliet -- 11. Temporal von Neumann-Morgenstern and induced preferences / DM Kreps and EL Porteus -- 12. Substitution, risk aversion and the temporal behavior of consumption and asset returns: a theoretical framework / LG Epstein and SE Zin -- 13. Risk aversion and expected-utility theory: a calibration theorem / M Rabin -- 14. Non-expected utility theory / M Machina -- 15. Judgment under uncertainty: heuristics and biases / A Tversky and D Kahneman -- 16. Choices, values, and frames / D Kahneman and A Tversky -- 17. The efficiency analysis of choices involving risk / G Hanoch and H Levy -- 18. Stochastic dominance, efficiency criteria, and efficient portfolios: the multi-period case / H Levy -- 19. Risk aversion in the small and in the large / JW Pratt -- 20. Univariate and multivariate measures of risk aversion and risk premiums / Y Li and WT Ziemba. | |
| 505 | 8 | |a 21. The effect of errors in means, variances, and co-variances on optimal portfolio choice / VK Chopra and WT Ziemba -- 22. Calculation of investment portfolios with risk free borrowing and lending / WT Ziemba, C Parkan and R Brooks-Hill -- 23. Comparison of alternative utility functions in portfolio selection problems / JG Kallberg and WT Ziemba -- 24. Characterizations of optimal portfolios by univariate and multivariate risk aversion / Y Li and WT Ziemba -- 25. Choosing investment portfolios when the returns have stable distributions / WT Ziemba -- 26. Covariance complexity and rates of return on assets / LC MacLean, ME Foster and WT Ziemba -- 27. Anomalies: risk aversion / M Rabin and RH Thaler -- 28. The innovest Austrian pension fund planning model InnoALM / A Geyer and WT Ziemba -- 29. Modified risk measures and acceptance setS / RT Rockafellar and WT Ziemba -- 30. Convex risk measures: basic facts, law-invariance and beyond, asymptotics for large portfolios / H Föllmer and T Knispel -- 31. Modeling and optimization of risk / P Krokhmal, M Zabarankin and S Uryasev -- 32. DEA-based firm strengths and market efficiency in US and Japan / C Edirisinghe, X Zhang and S-C Shyi -- 33. The Kelly strategy for investing: risk and reward / LC MacLean and WT Ziemba -- 34. Reaching goals by a deadline: digital options and continuous-time active portfolio management / S Browne -- 35. Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark / S Browne -- 36. Stochastic differential portfolio games / S Browne -- 37. Fractional Kelly strategies in continuous time: recent developments / M Davis, and S Lleo -- 38. Growth-optimal investments and numeraire portfolios under transactions costs / W Bahsoun, IV Evstigneev and MI Taksar -- 39.A multivariate model of strategic asset allocation / JY Campbell, YL Chan and LM Viceira -- 40. Maximizing capital growth with black swan protection / EO Thorp and S Mizusawa. | |
| 520 | |a This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II. Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Part II is concerned with Dynamic Modeling that is the transition for static decision making to multiperiod decision making. The analysis starts with Risk Measures and then discusses Dynamic Portfolio Theory, Tactical Asset Allocation and Asset-Liability Management Using Utility and Goal Based Consumption-Investment Decision Models. A comprehensive set of problems both computational and review and mind expanding with many unsolved problems are in an accompanying problems book. The handbook plus the book of problems form a very strong set of materials for PhD and Masters courses both as the main or as supplementary text in finance theory, financial decision making and portfolio theory. For researchers, it is a valuable resource being an up to date treatment of topics in the classic books on these topics by Johnathan Ingersoll in 1988, and William Ziemba and Raymond Vickson in 1975 (updated 2nd edition published in 2006). | ||
| 650 | 0 | |a Investments |x Decision making. | |
| 650 | 0 | |a Finance |x Decision making. | |
| 650 | 0 | |a Risk management. |0 http://id.loc.gov/authorities/subjects/sh85114200 | |
| 650 | 0 | |a Uncertainty. |0 http://id.loc.gov/authorities/subjects/sh85139563 | |
| 650 | 2 | |a Risk Management |0 https://id.nlm.nih.gov/mesh/D012308 | |
| 650 | 6 | |a Investissements |x Prise de décision. | |
| 650 | 6 | |a Finances |x Prise de décision. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 6 | |a Incertitude. | |
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| 650 | 7 | |a Investments |x Decision making |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 650 | 7 | |a Uncertainty |2 fast | |
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| contents | pt. I. Decision making under uncertainty. section A. Arbitrage and asset pricing. section B. Utility theory. section C. Stochastic dominance. section D. Risk aversion and static portfolio theory -- pt. II. From decision making to measurement and dynamic modeling. section E. Risk measures. section F. Dynamic portfolio theory and asset allocation. 1. The arbitrage theory of capital asset pricing / SA Ross -- 2. The fundamental theorem of asset pricing / W Schachermayer -- 3. Risk neutral pricing / W Schachermayer -- 4. Using Tucker's theorem of the alternative to provide a framework for proving basic arbitrage results / M Kallio and WT Ziemba -- 5. A general theory of subjective probabilities and expected utilities / P Fishburn -- 6. Prospect theory: an analysis of decisions under risk / D Kahneman and A Tversky -- 7. Prospect theory: much ado about nothing? / M Levy and H Levy -- 8. The data of Levy and Levy (2002) "Prospect theory: much ado about nothing?" actually support prospect theory / PP Wakker -- 9. Prospect theory and mean-variance analysis / M Levy and H Levy -- 10. Violations of cumulative prospect theory in mixed gambles with moderate probabilities / G Baltussen, T Post and PV Vliet -- 11. Temporal von Neumann-Morgenstern and induced preferences / DM Kreps and EL Porteus -- 12. Substitution, risk aversion and the temporal behavior of consumption and asset returns: a theoretical framework / LG Epstein and SE Zin -- 13. Risk aversion and expected-utility theory: a calibration theorem / M Rabin -- 14. Non-expected utility theory / M Machina -- 15. Judgment under uncertainty: heuristics and biases / A Tversky and D Kahneman -- 16. Choices, values, and frames / D Kahneman and A Tversky -- 17. The efficiency analysis of choices involving risk / G Hanoch and H Levy -- 18. Stochastic dominance, efficiency criteria, and efficient portfolios: the multi-period case / H Levy -- 19. Risk aversion in the small and in the large / JW Pratt -- 20. Univariate and multivariate measures of risk aversion and risk premiums / Y Li and WT Ziemba. 21. The effect of errors in means, variances, and co-variances on optimal portfolio choice / VK Chopra and WT Ziemba -- 22. Calculation of investment portfolios with risk free borrowing and lending / WT Ziemba, C Parkan and R Brooks-Hill -- 23. Comparison of alternative utility functions in portfolio selection problems / JG Kallberg and WT Ziemba -- 24. Characterizations of optimal portfolios by univariate and multivariate risk aversion / Y Li and WT Ziemba -- 25. Choosing investment portfolios when the returns have stable distributions / WT Ziemba -- 26. Covariance complexity and rates of return on assets / LC MacLean, ME Foster and WT Ziemba -- 27. Anomalies: risk aversion / M Rabin and RH Thaler -- 28. The innovest Austrian pension fund planning model InnoALM / A Geyer and WT Ziemba -- 29. Modified risk measures and acceptance setS / RT Rockafellar and WT Ziemba -- 30. Convex risk measures: basic facts, law-invariance and beyond, asymptotics for large portfolios / H Föllmer and T Knispel -- 31. Modeling and optimization of risk / P Krokhmal, M Zabarankin and S Uryasev -- 32. DEA-based firm strengths and market efficiency in US and Japan / C Edirisinghe, X Zhang and S-C Shyi -- 33. The Kelly strategy for investing: risk and reward / LC MacLean and WT Ziemba -- 34. Reaching goals by a deadline: digital options and continuous-time active portfolio management / S Browne -- 35. Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark / S Browne -- 36. Stochastic differential portfolio games / S Browne -- 37. Fractional Kelly strategies in continuous time: recent developments / M Davis, and S Lleo -- 38. Growth-optimal investments and numeraire portfolios under transactions costs / W Bahsoun, IV Evstigneev and MI Taksar -- 39.A multivariate model of strategic asset allocation / JY Campbell, YL Chan and LM Viceira -- 40. Maximizing capital growth with black swan protection / EO Thorp and S Mizusawa. |
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I. Decision making under uncertainty. section A. Arbitrage and asset pricing. section B. Utility theory. section C. Stochastic dominance. section D. Risk aversion and static portfolio theory -- pt. II. From decision making to measurement and dynamic modeling. section E. Risk measures. section F. Dynamic portfolio theory and asset allocation.</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">1. The arbitrage theory of capital asset pricing / SA Ross -- 2. The fundamental theorem of asset pricing / W Schachermayer -- 3. Risk neutral pricing / W Schachermayer -- 4. Using Tucker's theorem of the alternative to provide a framework for proving basic arbitrage results / M Kallio and WT Ziemba -- 5. A general theory of subjective probabilities and expected utilities / P Fishburn -- 6. Prospect theory: an analysis of decisions under risk / D Kahneman and A Tversky -- 7. Prospect theory: much ado about nothing? / M Levy and H Levy -- 8. 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Stochastic differential portfolio games / S Browne -- 37. Fractional Kelly strategies in continuous time: recent developments / M Davis, and S Lleo -- 38. Growth-optimal investments and numeraire portfolios under transactions costs / W Bahsoun, IV Evstigneev and MI Taksar -- 39.A multivariate model of strategic asset allocation / JY Campbell, YL Chan and LM Viceira -- 40. Maximizing capital growth with black swan protection / EO Thorp and S Mizusawa.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II. Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. 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| id | ZDB-4-EBA-ocn851695732 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-27T13:25:25Z |
| institution | BVB |
| isbn | 9789814417358 9814417351 1299714781 9781299714786 |
| issn | 2010-1732 ; |
| language | English |
| oclc_num | 851695732 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (2 volumes (800 pages)) |
| psigel | ZDB-4-EBA |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | World Scientific Pub., |
| record_format | marc |
| series | World Scientific handbook in financial economic series ; |
| series2 | World scientific handbook in financial economic series, |
| spelling | Handbook of the fundamentals of financial decision making / edited by Leonard C. MacLean and William T. Ziemba. Hackensack, NJ : World Scientific Pub., ©2013. 1 online resource (2 volumes (800 pages)) text txt rdacontent computer c rdamedia online resource cr rdacarrier World scientific handbook in financial economic series, 2010-1732 ; v. 4 Print version record. Includes bibliographical references and index. pt. I. Decision making under uncertainty. section A. Arbitrage and asset pricing. section B. Utility theory. section C. Stochastic dominance. section D. Risk aversion and static portfolio theory -- pt. II. From decision making to measurement and dynamic modeling. section E. Risk measures. section F. Dynamic portfolio theory and asset allocation. 1. The arbitrage theory of capital asset pricing / SA Ross -- 2. The fundamental theorem of asset pricing / W Schachermayer -- 3. Risk neutral pricing / W Schachermayer -- 4. Using Tucker's theorem of the alternative to provide a framework for proving basic arbitrage results / M Kallio and WT Ziemba -- 5. A general theory of subjective probabilities and expected utilities / P Fishburn -- 6. Prospect theory: an analysis of decisions under risk / D Kahneman and A Tversky -- 7. Prospect theory: much ado about nothing? / M Levy and H Levy -- 8. The data of Levy and Levy (2002) "Prospect theory: much ado about nothing?" actually support prospect theory / PP Wakker -- 9. Prospect theory and mean-variance analysis / M Levy and H Levy -- 10. Violations of cumulative prospect theory in mixed gambles with moderate probabilities / G Baltussen, T Post and PV Vliet -- 11. Temporal von Neumann-Morgenstern and induced preferences / DM Kreps and EL Porteus -- 12. Substitution, risk aversion and the temporal behavior of consumption and asset returns: a theoretical framework / LG Epstein and SE Zin -- 13. Risk aversion and expected-utility theory: a calibration theorem / M Rabin -- 14. Non-expected utility theory / M Machina -- 15. Judgment under uncertainty: heuristics and biases / A Tversky and D Kahneman -- 16. Choices, values, and frames / D Kahneman and A Tversky -- 17. The efficiency analysis of choices involving risk / G Hanoch and H Levy -- 18. Stochastic dominance, efficiency criteria, and efficient portfolios: the multi-period case / H Levy -- 19. Risk aversion in the small and in the large / JW Pratt -- 20. Univariate and multivariate measures of risk aversion and risk premiums / Y Li and WT Ziemba. 21. The effect of errors in means, variances, and co-variances on optimal portfolio choice / VK Chopra and WT Ziemba -- 22. Calculation of investment portfolios with risk free borrowing and lending / WT Ziemba, C Parkan and R Brooks-Hill -- 23. Comparison of alternative utility functions in portfolio selection problems / JG Kallberg and WT Ziemba -- 24. Characterizations of optimal portfolios by univariate and multivariate risk aversion / Y Li and WT Ziemba -- 25. Choosing investment portfolios when the returns have stable distributions / WT Ziemba -- 26. Covariance complexity and rates of return on assets / LC MacLean, ME Foster and WT Ziemba -- 27. Anomalies: risk aversion / M Rabin and RH Thaler -- 28. The innovest Austrian pension fund planning model InnoALM / A Geyer and WT Ziemba -- 29. Modified risk measures and acceptance setS / RT Rockafellar and WT Ziemba -- 30. Convex risk measures: basic facts, law-invariance and beyond, asymptotics for large portfolios / H Föllmer and T Knispel -- 31. Modeling and optimization of risk / P Krokhmal, M Zabarankin and S Uryasev -- 32. DEA-based firm strengths and market efficiency in US and Japan / C Edirisinghe, X Zhang and S-C Shyi -- 33. The Kelly strategy for investing: risk and reward / LC MacLean and WT Ziemba -- 34. Reaching goals by a deadline: digital options and continuous-time active portfolio management / S Browne -- 35. Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark / S Browne -- 36. Stochastic differential portfolio games / S Browne -- 37. Fractional Kelly strategies in continuous time: recent developments / M Davis, and S Lleo -- 38. Growth-optimal investments and numeraire portfolios under transactions costs / W Bahsoun, IV Evstigneev and MI Taksar -- 39.A multivariate model of strategic asset allocation / JY Campbell, YL Chan and LM Viceira -- 40. Maximizing capital growth with black swan protection / EO Thorp and S Mizusawa. This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II. Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Part II is concerned with Dynamic Modeling that is the transition for static decision making to multiperiod decision making. The analysis starts with Risk Measures and then discusses Dynamic Portfolio Theory, Tactical Asset Allocation and Asset-Liability Management Using Utility and Goal Based Consumption-Investment Decision Models. A comprehensive set of problems both computational and review and mind expanding with many unsolved problems are in an accompanying problems book. The handbook plus the book of problems form a very strong set of materials for PhD and Masters courses both as the main or as supplementary text in finance theory, financial decision making and portfolio theory. For researchers, it is a valuable resource being an up to date treatment of topics in the classic books on these topics by Johnathan Ingersoll in 1988, and William Ziemba and Raymond Vickson in 1975 (updated 2nd edition published in 2006). Investments Decision making. Finance Decision making. Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Uncertainty. http://id.loc.gov/authorities/subjects/sh85139563 Risk Management https://id.nlm.nih.gov/mesh/D012308 Investissements Prise de décision. Finances Prise de décision. Gestion du risque. Incertitude. risk management. aat BUSINESS & ECONOMICS Finance. bisacsh Finance Decision making fast Investments Decision making fast Risk management fast Uncertainty fast MacLean, L. C. (Leonard C.) https://id.oclc.org/worldcat/entity/E39PCjthHQRWJ7JqdkHX9KVP8K http://id.loc.gov/authorities/names/nr2004033762 Ziemba, W. T. http://id.loc.gov/authorities/names/n79134958 has work: Handbook of the fundamentals of financial decision making (Text) https://id.oclc.org/worldcat/entity/E39PCGrXGYCqMVvkvV3kXdDqry https://id.oclc.org/worldcat/ontology/hasWork Print version: Handbook of the fundamentals of financial decision making. Hackensack, NJ : World Scientific Pub., ©2013 1299714781 World Scientific handbook in financial economic series ; v. 4. 2010-1732 http://id.loc.gov/authorities/names/no2011082614 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=605574 Volltext |
| spellingShingle | Handbook of the fundamentals of financial decision making / World Scientific handbook in financial economic series ; pt. I. Decision making under uncertainty. section A. Arbitrage and asset pricing. section B. Utility theory. section C. Stochastic dominance. section D. Risk aversion and static portfolio theory -- pt. II. From decision making to measurement and dynamic modeling. section E. Risk measures. section F. Dynamic portfolio theory and asset allocation. 1. The arbitrage theory of capital asset pricing / SA Ross -- 2. The fundamental theorem of asset pricing / W Schachermayer -- 3. Risk neutral pricing / W Schachermayer -- 4. Using Tucker's theorem of the alternative to provide a framework for proving basic arbitrage results / M Kallio and WT Ziemba -- 5. A general theory of subjective probabilities and expected utilities / P Fishburn -- 6. Prospect theory: an analysis of decisions under risk / D Kahneman and A Tversky -- 7. Prospect theory: much ado about nothing? / M Levy and H Levy -- 8. The data of Levy and Levy (2002) "Prospect theory: much ado about nothing?" actually support prospect theory / PP Wakker -- 9. Prospect theory and mean-variance analysis / M Levy and H Levy -- 10. Violations of cumulative prospect theory in mixed gambles with moderate probabilities / G Baltussen, T Post and PV Vliet -- 11. Temporal von Neumann-Morgenstern and induced preferences / DM Kreps and EL Porteus -- 12. Substitution, risk aversion and the temporal behavior of consumption and asset returns: a theoretical framework / LG Epstein and SE Zin -- 13. Risk aversion and expected-utility theory: a calibration theorem / M Rabin -- 14. Non-expected utility theory / M Machina -- 15. Judgment under uncertainty: heuristics and biases / A Tversky and D Kahneman -- 16. Choices, values, and frames / D Kahneman and A Tversky -- 17. The efficiency analysis of choices involving risk / G Hanoch and H Levy -- 18. Stochastic dominance, efficiency criteria, and efficient portfolios: the multi-period case / H Levy -- 19. Risk aversion in the small and in the large / JW Pratt -- 20. Univariate and multivariate measures of risk aversion and risk premiums / Y Li and WT Ziemba. 21. The effect of errors in means, variances, and co-variances on optimal portfolio choice / VK Chopra and WT Ziemba -- 22. Calculation of investment portfolios with risk free borrowing and lending / WT Ziemba, C Parkan and R Brooks-Hill -- 23. Comparison of alternative utility functions in portfolio selection problems / JG Kallberg and WT Ziemba -- 24. Characterizations of optimal portfolios by univariate and multivariate risk aversion / Y Li and WT Ziemba -- 25. Choosing investment portfolios when the returns have stable distributions / WT Ziemba -- 26. Covariance complexity and rates of return on assets / LC MacLean, ME Foster and WT Ziemba -- 27. Anomalies: risk aversion / M Rabin and RH Thaler -- 28. The innovest Austrian pension fund planning model InnoALM / A Geyer and WT Ziemba -- 29. Modified risk measures and acceptance setS / RT Rockafellar and WT Ziemba -- 30. Convex risk measures: basic facts, law-invariance and beyond, asymptotics for large portfolios / H Föllmer and T Knispel -- 31. Modeling and optimization of risk / P Krokhmal, M Zabarankin and S Uryasev -- 32. DEA-based firm strengths and market efficiency in US and Japan / C Edirisinghe, X Zhang and S-C Shyi -- 33. The Kelly strategy for investing: risk and reward / LC MacLean and WT Ziemba -- 34. Reaching goals by a deadline: digital options and continuous-time active portfolio management / S Browne -- 35. Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark / S Browne -- 36. Stochastic differential portfolio games / S Browne -- 37. Fractional Kelly strategies in continuous time: recent developments / M Davis, and S Lleo -- 38. Growth-optimal investments and numeraire portfolios under transactions costs / W Bahsoun, IV Evstigneev and MI Taksar -- 39.A multivariate model of strategic asset allocation / JY Campbell, YL Chan and LM Viceira -- 40. Maximizing capital growth with black swan protection / EO Thorp and S Mizusawa. Investments Decision making. Finance Decision making. Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Uncertainty. http://id.loc.gov/authorities/subjects/sh85139563 Risk Management https://id.nlm.nih.gov/mesh/D012308 Investissements Prise de décision. Finances Prise de décision. Gestion du risque. Incertitude. risk management. aat BUSINESS & ECONOMICS Finance. bisacsh Finance Decision making fast Investments Decision making fast Risk management fast Uncertainty fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85114200 http://id.loc.gov/authorities/subjects/sh85139563 https://id.nlm.nih.gov/mesh/D012308 |
| title | Handbook of the fundamentals of financial decision making / |
| title_auth | Handbook of the fundamentals of financial decision making / |
| title_exact_search | Handbook of the fundamentals of financial decision making / |
| title_full | Handbook of the fundamentals of financial decision making / edited by Leonard C. MacLean and William T. Ziemba. |
| title_fullStr | Handbook of the fundamentals of financial decision making / edited by Leonard C. MacLean and William T. Ziemba. |
| title_full_unstemmed | Handbook of the fundamentals of financial decision making / edited by Leonard C. MacLean and William T. Ziemba. |
| title_short | Handbook of the fundamentals of financial decision making / |
| title_sort | handbook of the fundamentals of financial decision making |
| topic | Investments Decision making. Finance Decision making. Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Uncertainty. http://id.loc.gov/authorities/subjects/sh85139563 Risk Management https://id.nlm.nih.gov/mesh/D012308 Investissements Prise de décision. Finances Prise de décision. Gestion du risque. Incertitude. risk management. aat BUSINESS & ECONOMICS Finance. bisacsh Finance Decision making fast Investments Decision making fast Risk management fast Uncertainty fast |
| topic_facet | Investments Decision making. Finance Decision making. Risk management. Uncertainty. Risk Management Investissements Prise de décision. Finances Prise de décision. Gestion du risque. Incertitude. risk management. BUSINESS & ECONOMICS Finance. Finance Decision making Investments Decision making Risk management Uncertainty |
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