圖書名稱:Problems in Portfolio Theory and the Fundamentals of Financial Decision Making
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.
Contents:
Arbitrage and Asset Pricing
Utility Theory
Stochastic Dominance
Risk Aversion and Static Portfolio Theory
Risk Measures
Dynamic Portfolio Theory and Asset Allocation
Readership: Students, Graduate Students and Researchers who would like to have a deeper understanding of portfolio theory.