Theory of Financial Decision Making
Title | Theory of Financial Decision Making PDF eBook |
Author | Jonathan E. Ingersoll |
Publisher | Rowman & Littlefield |
Pages | 506 |
Release | 1987 |
Genre | Finance |
ISBN | 9780847673599 |
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.
Handbook of the Fundamentals of Financial Decision Making
Title | Handbook of the Fundamentals of Financial Decision Making PDF eBook |
Author | Leonard C. MacLean |
Publisher | World Scientific |
Pages | 941 |
Release | 2013 |
Genre | Business & Economics |
ISBN | 9814417351 |
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).
Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making
Title | Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making PDF eBook |
Author | Leonard C Maclean |
Publisher | World Scientific Publishing Company |
Pages | 212 |
Release | 2016-09-29 |
Genre | Business & Economics |
ISBN | 9814759368 |
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 Financial Decision Making
Title | Handbook of Financial Decision Making PDF eBook |
Author | Gilles Hilary |
Publisher | Edward Elgar Publishing |
Pages | 463 |
Release | 2023-08-14 |
Genre | Business & Economics |
ISBN | 1802204172 |
This accessible Handbook provides an essential entry point for those with an interest in the increasingly complex subject of financial decision making. It sheds light on new paradigms in society and the ways that new tools from private actors have affected financial decision making. Covering a broad range of key topics in the area, leading researchers summarize the state-of-the-art in their respective areas of expertise, delineating their projections for the future.
Problems in Portfolio Theory and the Fundamentals of Financial Decision Making
Title | Problems in Portfolio Theory and the Fundamentals of Financial Decision Making PDF eBook |
Author | Leonard C. MacLean |
Publisher | |
Pages | 212 |
Release | 2016 |
Genre | |
ISBN | 9789814759359 |
Behavioral Finance and Decision-making Models
Title | Behavioral Finance and Decision-making Models PDF eBook |
Author | Tripti Tripathi |
Publisher | Business Science Reference |
Pages | 0 |
Release | 2019 |
Genre | Business & Economics |
ISBN | 9781522574019 |
Behavioral finance challenges the traditional assumption that individuals are rational by focusing on the cognitive and emotional aspects of finance, which draws on psychology, sociology, and biology to investigate true financial behavior. The financial sector requires sound understanding of market dynamics and strategic issues to meet future challenges in the field. Behavioral Finance and Decision-Making Models seeks to examine behavioral biases and their impact on investment decisions in order to develop better future plans and strategies in the financial sector. While highlighting topics including behavioral approach, financial regulation, and globalized sector, this book is intended for policymakers, technology developers, managers, government officials, academicians, researchers, and advanced-level students.
Financial Decision Making Under Uncertainty
Title | Financial Decision Making Under Uncertainty PDF eBook |
Author | ANDERSON ANDERSON WEBSTER |
Publisher | Academic Press |
Pages | 314 |
Release | 2014-06-28 |
Genre | Business & Economics |
ISBN | 1483294994 |
Financial Dec Making under Uncertainty