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Economics and the antagonism of time : time, uncertainty, and choice in economic theory
Vickers, Douglas - 1994
Persistent link: https://www.econbiz.de/10000376306
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Management science, economics and finance : a connection
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2016
This paper provides a brief review of the connecting literature in management science, economics and finance, and …
Persistent link: https://www.econbiz.de/10011479822
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Stochastic dominance : investment decision making under uncertainty
Levy, Haim - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003228279
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Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim (contributor) - 2006 - Second Edition
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 …
Persistent link: https://www.econbiz.de/10013520424
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Management science, economics and finance : a connection
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2016
Persistent link: https://www.econbiz.de/10011541142
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Optimal asset allocation with factor models for large portfolios
Pesaran, M. Hashem (contributor);  … - 2008
This paper characterizes the asymptotic behaviour, as the number of assets gets arbitrarily large, of the portfolio weights for the class of tangency portfolios belonging to the Markowitz paradigm. It is assumed that the joint distribution of asset returns is characterized by a general factor...
Persistent link: https://www.econbiz.de/10003720566
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Programming languages and systems in computational economics and finance
Nielsen, Søren S. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001691760
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Linear and Mixed Integer Programming for Portfolio Optimization
Mansini, Renata - 2015
This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as...
Persistent link: https://www.econbiz.de/10012402174
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The IS-LM model, portfolio theory and the monetarist controversy
Bruce, Neil - 1975
Persistent link: https://www.econbiz.de/10013400615