Link to the ebook : https://bibliotheque.univ-catholille.fr/Default/doc/nlebk/64...

eISBN : 9780300191677

Contents :
Preface

PART I. Introduction and illustrations
1. Introduction
2. Illustrative Portfolio Analyses

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
A. The Computation of Efficient Sets
B. A Simplex Method for Portfolio Selection
C. Alternative Axiom Systems for Expected Utility
Index

Language : English

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque