Problems in Portfolio Theory and the Fundamentals of Financial Decision Making

by William T. Ziemba and Leonard C. MacLean

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 9814759147
• ISBN13: 9789814759144
• Release Date: December 2016
• Publisher: World Scientific Publishing Company
• Length: 212 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"