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
Resource Information
The item Problems in portfolio theory and the fundamentals of financial decision making, Leonard C. MacLean, William T. Ziemba represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Problems in portfolio theory and the fundamentals of financial decision making, Leonard C. MacLean, William T. Ziemba represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- Extent
- x, 201 pages
- 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
- Isbn
- 9789814759144
- 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
- Language
- eng
- 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
- 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
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Problems-in-portfolio-theory-and-the-fundamentals/ukJB2ls-tOg/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Problems-in-portfolio-theory-and-the-fundamentals/ukJB2ls-tOg/">Problems in portfolio theory and the fundamentals of financial decision making, Leonard C. MacLean, William T. Ziemba</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
