Models for Investors in Real World Markets
Gebonden Engels 2002 9780471356288Samenvatting
∗ Considers neoclassical models in light of results that can go wrong with them to bring about better models.
∗ Questions the assumption that markets clear quickly.
∗ Offers a timely examination of the LTCM collapse.
∗ Written by a group of well–respected and highly qualified authors.
Specificaties
Lezersrecensies
Inhoudsopgave
<br />
<br /> Introduction and the Institutional Environment.
<br />
<br /> Some Conventional Building Blocks (With Various Reservations).
<br />
<br /> Diversification and Portfolio Selection.
<br />
<br /> Capital Market Equilibrium Theories.
<br />
<br /> Equilibrium Implying Efficiency: The Neoclassical Fantasy.
<br />
<br /> More Realistic Paradigms for Investment.
<br />
<br /> Security Analysis.
<br />
<br /> Empirical Financial Forecasting.
<br />
<br /> Stock Price Growth as Noisy Compound Interest.
<br />
<br /> Investing in Real World Markets: Returns and Risk Profiles.
<br />
<br /> Common Stock Options.
<br />
<br /> Summary, Some Unsettled (Unsettling) Questions, and Conclusions.
<br />
<br /> Appendix A: A Brief Introduction to Probability and Statistics.
<br />
<br /> Appendix B: Statistical Tables.
<br />
<br /> Index.
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