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Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

2016-09-29 Business & Economics
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Release : 2016-09-29
Genre : Business & Economics
Kind : eBook
Book Rating : 368/5 ( reviews)

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Book Synopsis Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making by : Leonard C Maclean

Download or read book Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making written by Leonard C Maclean. This book was released on 2016-09-29. Available in PDF, EPUB and Kindle. Book excerpt: 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 of Financial Decision Making

2016-07-11 Decision making
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Release : 2016-07-11
Genre : Decision making
Kind : eBook
Book Rating : 144/5 ( reviews)

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Book Synopsis Problems in Portfolio Theory and the Fundamentals of Financial Decision Making by : William T. Ziemba

Download or read book Problems in Portfolio Theory and the Fundamentals of Financial Decision Making written by William T. Ziemba. This book was released on 2016-07-11. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Handbook of the Fundamentals of Financial Decision Making

2013 Business & Economics
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Release : 2013
Genre : Business & Economics
Kind : eBook
Book Rating : 351/5 ( reviews)

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Book Synopsis Handbook of the Fundamentals of Financial Decision Making by : Leonard C. MacLean

Download or read book Handbook of the Fundamentals of Financial Decision Making written by Leonard C. MacLean. This book was released on 2013. Available in PDF, EPUB and Kindle. Book excerpt: This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II.Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Part II is concerned with Dynamic Modeling that is the transition for static decision making to multiperiod decision making. The analysis starts with Risk Measures and then discusses Dynamic Portfolio Theory, Tactical Asset Allocation and Asset-Liability Management Using Utility and Goal Based Consumption-Investment Decision Models.A comprehensive set of problems both computational and review and mind expanding with many unsolved problems are in an accompanying problems book. The handbook plus the book of problems form a very strong set of materials for PhD and Masters courses both as the main or as supplementary text in finance theory, financial decision making and portfolio theory. For researchers, it is a valuable resource being an up to date treatment of topics in the classic books on these topics by Johnathan Ingersoll in 1988, and William Ziemba and Raymond Vickson in 1975 (updated 2 nd edition published in 2006).

Theory of Financial Decision Making

1987 Finance
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Release : 1987
Genre : Finance
Kind : eBook
Book Rating : 599/5 ( reviews)

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Book Synopsis Theory of Financial Decision Making by : Jonathan E. Ingersoll

Download or read book Theory of Financial Decision Making written by Jonathan E. Ingersoll. This book was released on 1987. Available in PDF, EPUB and Kindle. Book excerpt: Based on courses developed by the author over several years, this book provides access to a broad area of research that is not available in separate articles or books of readings. Topics covered include the meaning and measurement of risk, general single-period portfolio problems, mean-variance analysis and the Capital Asset Pricing Model, the Arbitrage Pricing Theory, complete markets, multiperiod portfolio problems and the Intertemporal Capital Asset Pricing Model, the Black-Scholes option pricing model and contingent claims analysis, 'risk-neutral' pricing with Martingales, Modigliani-Miller and the capital structure of the firm, interest rates and the term structure, and others.

Modern Portfolio Theory

2013-01-18 Business & Economics
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Release : 2013-01-18
Genre : Business & Economics
Kind : eBook
Book Rating : 208/5 ( reviews)

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Book Synopsis Modern Portfolio Theory by : Jack Clark Francis

Download or read book Modern Portfolio Theory written by Jack Clark Francis. This book was released on 2013-01-18. Available in PDF, EPUB and Kindle. Book excerpt: A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Markowitz's seminal paper "Portfolio Selection" in 1952, has stood the test of time and continues to be the intellectual foundation for real-world portfolio management. This book presents a comprehensive picture of MPT in a manner that can be effectively used by financial practitioners and understood by students. Modern Portfolio Theory provides a summary of the important findings from all of the financial research done since MPT was created and presents all the MPT formulas and models using one consistent set of mathematical symbols. Opening with an informative introduction to the concepts of probability and utility theory, it quickly moves on to discuss Markowitz's seminal work on the topic with a thorough explanation of the underlying mathematics. Analyzes portfolios of all sizes and types, shows how the advanced findings and formulas are derived, and offers a concise and comprehensive review of MPT literature Addresses logical extensions to Markowitz's work, including the Capital Asset Pricing Model, Arbitrage Pricing Theory, portfolio ranking models, and performance attribution Considers stock market developments like decimalization, high frequency trading, and algorithmic trading, and reveals how they align with MPT Companion Website contains Excel spreadsheets that allow you to compute and graph Markowitz efficient frontiers with riskless and risky assets If you want to gain a complete understanding of modern portfolio theory this is the book you need to read.

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