Handbook of the fundamentals of financial decision making / LEONARD C. MACLEAN / WORLD SCIENTIFIC (2013)

Titre : Handbook of the fundamentals of financial decision making : Part I Type de document : Livre Auteurs : LEONARD C. MACLEAN, Éditeur scientifique ; William T. ZIEMBA, Éditeur scientifique Editeur : WORLD SCIENTIFIC Année de publication : 2013 Collection : World scientific handbook in financial economic series, ISSN 2010-1732 num. vol. 4 Importance : XXIII ; 480 p. ISBN/ISSN/EAN : 978-981-4417-34-1 Prix : 129 EUR Note générale : Bibliogr. ; Index Langues : Anglais (eng) Mots-clés : Management DECISION ; FINANCE D'ENTREPRISE ; INVESTISSEMENT ; RISQUE FINANCIER Index. décimale : 131.55 FINANCE D'ENTREPRISE Résumé : 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 2nd edition published in 2006). Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=154718

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• Handbook of the fundamentals of financial decision making / LEONARD C. MACLEAN / WORLD SCIENTIFIC (2013)

Exemplaires(2)

Code-barres	Cote	Support	Localisation	Section	Disponibilité
044240	658.15/MAC	Livre	Library Campus de Reims	Salle de lecture	Disponible
J4873	131.55 MAC	Livre	Library Campus de Rouen	Salle de lecture	Disponible

Handbook of the fundamentals of financial decision making / LEONARD C. MACLEAN / WORLD SCIENTIFIC (2013)

Accompagne Handbook of the fundamentals of financial decision making / LEONARD C. MACLEAN / WORLD SCIENTIFIC (2013) Titre : Handbook of the fundamentals of financial decision making : Part II Type de document : Livre Auteurs : LEONARD C. MACLEAN, Éditeur scientifique ; William T. ZIEMBA, Éditeur scientifique ; Sébastien LLEO, Auteur Neoma Editeur : WORLD SCIENTIFIC Année de publication : 2013 Collection : World scientific handbook in financial economic series, ISSN 2010-1732 num. vol. 4 Importance : XXIII ; 484-891 p. ISBN/ISSN/EAN : 978-981-4417-38-9 Prix : 129 EUR Note générale : Bibliogr. ; Index Langues : Anglais (eng) Mots-clés : Management DECISION ; FINANCE D'ENTREPRISE ; INVESTISSEMENT ; RISQUE FINANCIER Index. décimale : 131.55 FINANCE D'ENTREPRISE Résumé : 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 2nd edition published in 2006). Note de contenu : LLEO, Sébastien. Chap."Fractional Kelly Strategies in Continuous Time: Recent Developments" p.753-787. Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=154720

Exemplaires(2)

Code-barres	Cote	Support	Localisation	Section	Disponibilité
044241	658.15/MAC	Livre	Library Campus de Reims	Salle de lecture	Disponible
J4878	131.55 MAC	Livre	Library Campus de Rouen	Salle de lecture	Disponible