Problems in Portfolio Theory and the Fundamentals of Financial Decision Making
DOI10.1142/9945zbMath1422.91006OpenAlexW2478159636MaRDI QIDQ4631642
Leonard C. MacLean, William T. Ziemba
Publication date: 16 April 2019
Published in: World Scientific Series in Finance (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5c93a91221f97a3bedaaa186e2cc41d0ede47091
asset pricingrisk aversionarbitragerisk measuresstochastic dominanceutility theoryasset allocationfinancial decision makingdynamic portfolio theoryproblems in portfolio theorystatic portfolio theory
Inequalities; stochastic orderings (60E15) Statistical methods; risk measures (91G70) Utility theory (91B16) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)