indices under rank transformation -- Corporate failure -- Review of REIT and MBS -- Experimental economics and the theory of …

"An updated guide to the theory and practice of investment management Many books focus on the theory of investment … management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in … practice while stressing the importance of the portfolio construction process. The Second Edition of The Theory and Practice of …

comprehensive and up-to-date resource in the field, integrating the most current terminology, research, theory, and practical …

verlangt. Diese Buch stellt das Portfoliomanagement als Anwendung der Modernen Portfoliotheorie (MPT) dar. Es bietet neben den …

to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that … statistical theory, the book also addresses the needs of applied researchers employed by financial institutions. …

prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition … prospect theory and its modified version, cumulative prospect theory. These approaches are discussed and compared in this book … dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call …