Problems in portfolio theory and the fundamentals of financial decision making

By:

MacLea, Leonard C

Contributor(s):

Ziemba, W. T

Material type: Text

TextSeries: World Scientific series in finance ; Vol. 10Publication details: New Jersey World Scientific 2017Description: x, 201p. illustrations ; 23 cmISBN:

9789814749930

Subject(s):

DDC classification:

332.601 23 MA-P

LOC classification:

HG4529.5 .M33 2017

Contents:

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.

Item type:

Tags from this library: No tags from this library for this title.

Holdings
Item type	Home library	Collection	Call number	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus Main Library	General Books	332.601 MA-P (Browse shelf(Opens below))	Available		140773

There are no comments on this title.

to post a comment.