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Problems in Portfolio Theory and the Fundamentals of Financial Decision Making (Paperback) (Leonard C.

Problems in Portfolio Theory and the Fundamentals of Financial Decision Making (Paperback) (Leonard C. - image 1 of 1

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Students can use these problems with the books Stochastic Optimization Models in Finance (Ziemba and Vickson) or Handbook of the Fundamentals of Financial Decision Making (MacLean and Ziemba), say MacLean and Ziemba, as well as with other textbooks that deal with the same or similar matters. The exercises are in sections on arbitrage and asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, and dynamic portfolio theory and asset allocation. The solutions are not in the volume. Annotation ©2017 Ringgold, Inc., Portland, OR (protoview.com)
Number of Pages: 201.0
Genre: Business + Money Management
Series Title: World Scientific Series in Finance
Format: Paperback
Publisher: World Scientific Pub Co Inc
Author: Leonard C. Maclean & W. T. Ziemba
Language: English
Street Date: December 31, 2016
TCIN: 51977312
UPC: 9789814749930
Item Number (DPCI): 248-38-2719

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