Handbook of the Fundamentals of Financial Decision Making -

Handbook of the Fundamentals of Financial Decision Making
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Wydawnictwo: World Scientific Publishing Co Ltd
ISBN: 9789814417341
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Format: ...
Oprawa: twarda
Stron: 800
Data wydania: 2013-08-01
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This handbook in two volumes 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 Volume II. Volume I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Volume 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. Together the two volumes plus the book of problem forms a very strong set of materials for PhD and Masters courses both as the main or as a supplementary text in 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 Vicksonin in 1975 (updated 2nd edition published in 2006). This handbook is a good compendium of some of the classic papers on decision making under uncertainty. It would be a useful addition to the library of any financial economist. -- Marti G Subrahmanyam "Charles E Merrill Professor of Finance and Economics, New York University"

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