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 …

finanzmarkttheoretischen Konzepte verständlich erklärt, wobei neben der Theorie auch die praktische Umsetzung gezeigt wird. Die Finance … Fachhochschulen befinden, aber auch an Praktiker, die in den Bereichen Finanzanalyse und Portfoliomanagement arbeiten oder eine solche …

compendium on the financial theory, the empirical evidence and the mathematical tools that form the underlying principles of …

Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root … Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant … other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in …

Risk: Is There a Unique Objective Measure? -- Expected Utility Theory -- Stochastic Dominance Decision Rules … Dominance Approach -- Non-Expected Utility and Stochastic Dominance -- Stochastic Dominance and Prospect Theory -- Multivariate …. The non-expected utility approach focuses on Regret Theory (RT) and mainly on prospect theory (PT) and its modified …