practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …

current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in … Theory of Risk, Return, and Performance Measurement -- Ch 2 Origins of Portfolio Theory: Selection and Evaluation -- Ch 3 …

rigorous discussions and innovative solutions. The latter may find a few of the concepts a bit challenging. Yet, theory and … Constraints -- Dynamic Saving and Portfolio Decisions-Theory -- Asset Accumulation with Estimated Low Frequency Movements Asset …

of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and …

triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … approaches to finance and investing, i.e., modern portfolio theory and behavioral finance, and provides an overview of stock … can be downloaded at extras.springer.com. In this book modern portfolio theory meets behavioral finance, resulting in new …

Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model … of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming …