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Persistent link: https://www.econbiz.de/10013521193
Investors are trying to generate excess returns through active investment strategies. Since the outbreak of the financial crisis, investors face a situation where increased risks are accompanied by falling key interest rates. An optimal portfolio in terms of risk and return becomes a perpetual...
Persistent link: https://www.econbiz.de/10012819111
practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …
Persistent link: https://www.econbiz.de/10012396848
The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a...
Persistent link: https://www.econbiz.de/10012396938
explanation of the process based on bargaining theory. It studies institutional changes as a non-violent bargaining process in … -- Bargaining Theory’s Contribution to Social Science -- Bargaining Game -- An Economic Description of Institution -- The General …
Persistent link: https://www.econbiz.de/10012397144
, much less a matching theory. This is troubling because one of the most economically significant puzzles in finance is why … experienced, well-resourced fund managers cannot outperform the market. Applied Investment Theory: How Equity Markets Behave, and … documented, but free of jargon and arcane math, and provides a grounded theory that is relevant to anyone who wants to pierce the …
Persistent link: https://www.econbiz.de/10012397494
theory, computational social choice, and fair division. It thus offers an interdisciplinary treatment of collective decision … making from an economic and computational perspective. Part I introduces to algorithmic game theory, focusing on both … noncooperative and cooperative game theory. Part II introduces to computational social choice, focusing on both preference …
Persistent link: https://www.econbiz.de/10012397920
This book treats extensive form game theory in full generality. It provides a framework that does not rely on any …Introduction -- Game Trees -- Pseudotrees and Order Theory -- Extensive Decision Problems -- Extensive Forms …
Persistent link: https://www.econbiz.de/10012398002
This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations … special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory … postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern …
Persistent link: https://www.econbiz.de/10012398044
This book provides a comprehensive introduction to modern financial modeling using Excel, VBA, standards of financial modeling and model review. It offers guidance on essential modeling concepts around the four core financial activities in the modern financial industry today: financial...
Persistent link: https://www.econbiz.de/10012398101