ISBN 13 : 978-1557861085

Sommaire :
Preface.
Part I: Introduction and Illustrations:
1. Introduction.
2. Illustrative Portfolio Analysis.

Part II: Relationships Between Securities and Portfolios:
3. Averages and Expected Values.
4. Standard Deviations and Variances.
5. Investment in Large Numbers of Securities.
6. Return in the Long Run.

Part III: Efficient Portfolios:
7. Geometric Analysis of Efficient Sets.
8. Derivation of E, V Efficient Portfolios.
9. The Semi-Variance.

Part IV: Rational Choice Under Uncertainty:
10. The Expected Utility Maxim.
11. Utility Analysis Over Time.
12. Probability Beliefs.
13. Applications to Portfolio Selection.
Bibliography.
Addendum.
Appendix

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque