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The Resource Problems in portfolio theory and the fundamentals of financial decision making, Leonard C. MacLean, William T. Ziemba

Problems in portfolio theory and the fundamentals of financial decision making, Leonard C. MacLean, William T. Ziemba

Label
Problems in portfolio theory and the fundamentals of financial decision making
Title
Problems in portfolio theory and the fundamentals of financial decision making
Statement of responsibility
Leonard C. MacLean, William T. Ziemba
Creator
Contributor
Author
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
MacLea, Leonard C
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Ziemba, W. T.
Series statement
World Scientific series in finance,
Series volume
Vol. 10
http://library.link/vocab/subjectName
  • Portfolio management
  • Investments
  • Finance
  • Decision making
Label
Problems in portfolio theory and the fundamentals of financial decision making, Leonard C. MacLean, William T. Ziemba
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Books for which the problems are designed. The handbook of the fundamentals of financial decision making, Leonard C. MacLean and William T. Ziemba (eds.), (2013) ; Stochastic optimization models in finance, William T. Ziemba and Raymond G. Vickson (eds.), Editions 1 & 2 (1975, 2006) -- 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 -- Section C: Stochastic dominance. Appendix C: Probability and random variables ; Section C: Exercises -- Section D: Risk aversion and static portfolio theory. Appendix D: Optimization ; Section D: 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
Control code
ocn951613641
Dimensions
23 cm.
Extent
x, 201 pages
Isbn
9789814759144
Lccn
2016022160
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)951613641
Label
Problems in portfolio theory and the fundamentals of financial decision making, Leonard C. MacLean, William T. Ziemba
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Books for which the problems are designed. The handbook of the fundamentals of financial decision making, Leonard C. MacLean and William T. Ziemba (eds.), (2013) ; Stochastic optimization models in finance, William T. Ziemba and Raymond G. Vickson (eds.), Editions 1 & 2 (1975, 2006) -- 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 -- Section C: Stochastic dominance. Appendix C: Probability and random variables ; Section C: Exercises -- Section D: Risk aversion and static portfolio theory. Appendix D: Optimization ; Section D: 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
Control code
ocn951613641
Dimensions
23 cm.
Extent
x, 201 pages
Isbn
9789814759144
Lccn
2016022160
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)951613641

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