Problems in portfolio theory and the fundamentals of financial decision making
By: Leonard C. MacLean Dalhousie University, Canada, William T. Ziemba University of British Columbia, Canada London School of Economics, UK
Contributors: Ziemba, W. T., author
Series: World Scientific series in finance -- Vol. 10; World Scientific series in finance -- v. 10.
Publisher: World Scientific Publishing Co Pte Ltd
Published: 2017
Language: eng
Number of pages: 201
ISBN-13: 9789814759144; 9789814749930
Subjects: Investments; Finance; Decision making; Portfolio management
Notes: Includes bibliographical references and index.
Table of contents: title: Preface; title: Books for which the problems are designed; title: Section A: Arbitrage and asset pricing; title: Appendix A: Fundamentals of asset pricing; title: Section a exercises; title: Section B: Utility theory; title: Appendix B: Technical fundamentals for utility theory; title: Section B: Exercises; title: Stochastic dominance; title: Appendix C: Probability and random variables; title: Exercises; title: Risk aversion and static portfolio theory; title: Appendix D: Estimation of returns; title: Exercises; title: Section E: Risk measures; title: Appendix E: Risk assessment; title: Section e exercises; title: Section F: Dynamic portfolio theory and asset allocation; title: Appendix F: Dynamic pricing; title: Section F: Exercises; title: About the authors; title: Index.