Description

Book Synopsis
This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage. The problems cover many aspects of static and dynamic portfolio theory as well as other important subjects such as arbitrage and asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and asset allocation. This material could be used with important books that cover these topics including MacLean-Ziemba's The Handbook of the Fundamentals of Financial Decision Making, and Ziemba-Vickson's Stochastic Optimization Models in Finance.

Problems In Portfolio Theory And The Fundamentals

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    A Hardback by Leonard C Maclean, William T Ziemba, Raymond G Vickson

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      View other formats and editions of Problems In Portfolio Theory And The Fundamentals by Leonard C Maclean

      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: 01/12/2016
      ISBN13: 9789814759144, 978-9814759144
      ISBN10: 9814759147

      Description

      Book Synopsis
      This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage. The problems cover many aspects of static and dynamic portfolio theory as well as other important subjects such as arbitrage and asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and asset allocation. This material could be used with important books that cover these topics including MacLean-Ziemba's The Handbook of the Fundamentals of Financial Decision Making, and Ziemba-Vickson's Stochastic Optimization Models in Finance.

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