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Problems in portfolio theory and the fundamentals of financial decision making

Author: L C MacLean; W T Ziemba
Publisher: Hackensack, NJ : World Scientific Pub. Co. Pte. Ltd., 2017.
Series: World Scientific series in finance, v. 10.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage.

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Document Type: Book
All Authors / Contributors: L C MacLean; W T Ziemba
ISBN: 9789814759144 9814759147 9789814749930 9814749931
OCLC Number: 951613641
Notes: Includes index.
Description: x, 201 pages : illustrations ; 23 cm.
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.
Series Title: World Scientific series in finance, v. 10.
Responsibility: Leonard C. MacLean Dalhousie University, Canada William T. Ziemba University of British Columbia, Canada London School of Economics, UK.

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