Models for Investors in Real World Markets

DOI10.1002/9780470317099MaRDI QIDQ4791759zbMATH OpenOpenAlexFDO

Authors James R. Thompson, Edward E. Williams, M. Chapman Findlay III

Publication date 3 February 2003

Published in Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/9780470317099

zbMATH Keywords

investmentriskutility theorydiversificationmanagementsecuritiessimugram

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Auctions, bargaining, bidding and selling, and other market models (91B26) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Utility theory (91B16)

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