Download or read book Optimal Portfolio Choice and Equilibrium in a Lognormal Securities Market written by Vijay S. Bawa and published by . This book was released on 1977 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Portfolio Theory 25 Years After written by Harry Markowitz and published by North-Holland. This book was released on 1979 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Lognormal Distributions written by Crow and published by CRC Press. This book was released on 1987-12-29 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: This outstanding reference encompasses the most-up-to-date advances in lognormal distributions in thorough, detailed contributions by specialists in statistics, business and economics, industry, biology, ecology, geology, and meteorology.

Download or read book Management Science written by and published by . This book was released on 1992 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.

Download or read book Pension Fund Investment Management written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1997-08-15 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Every investment professional involved with the management of pension funds will embrace this wide-ranging handbook. Consisting of articles by an esteemed panel of contributors, it covers the basics as well as the latest on pension fund governance, operations, and value creation.

Download or read book Optimal Portfolio Selection in a Log normal Market when the Investor s Utility function is Logarithmic written by James A. Ohlson and published by . This book was released on 1972 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mean Variance Analysis in Portfolio Choice and Capital Markets written by Harry M. Markowitz and published by John Wiley & Sons. This book was released on 2000-02-15 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on the portfolio as a whole. Portfolios that minimized variance for a given expected return were demonstrated to be the most efficient. Markowitz formulated the full solution of the general mean-variance efficient set problem in 1956 and presented it in the appendix to his 1959 book, Portfolio Selection. Though certain special cases of the general model have become widely known, both in academia and among managers of large institutional portfolios, the characteristics of the general solution were not presented in finance books for students at any level. And although the results of the general solution are used in a few advanced portfolio optimization programs, the solution to the general problem should not be seen merely as a computing procedure. It is a body of propositions and formulas concerning the shapes and properties of mean-variance efficient sets with implications for financial theory and practice beyond those of widely known cases. The purpose of the present book, originally published in 1987, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis, and to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The portfolio selection program in Part IV of the 1987 edition has been updated and contains exercises and solutions.

Download or read book Fallacy of the Log Normal Approximation to Optimal Portfolio Decision Making Over Many Periods written by Robert C. Merton and published by Andesite Press. This book was released on 2017-08-24 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.

Download or read book Portfolio Analysis written by Jack Clark Francis and published by Prentice Hall. This book was released on 1979 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk estimates; Portfolio analysis; Portfolio theory; Utility analysis; Asset and liability management by means of portfolio analysis; Nonsystematic distribution of returns.

Download or read book Portfolio Selection in a Lognormal Securities Market written by Syed M. Ahsan and published by . This book was released on 1977 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book BEBR Faculty Working Paper written by and published by . This book was released on 1980 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Capital Markets and Prices written by Clement G. Krouse and published by North Holland. This book was released on 1986 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with the valuation of income streams under conditions of uncertainty and will serve well both as an introduction and as an advanced treatment. Developments for a wide variety of market economies and tradeable instruments are unified using the general state preference framework. The topics are those usual in the theory of capital and financial economics. Readers are presumed to have a good foundation in microeconomic theory and basic mathematical skills.

Download or read book Portfolio and Investment Selection written by Haim Levy and published by Prentice Hall. This book was released on 1984 with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Portfolio Selection written by Harry Markowitz and published by Yale University Press. This book was released on 2008-10-01 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securities that best meet the needs of private or institutional investors.

Download or read book Risk and Return in Finance written by Irwin Friend and published by . This book was released on 1977 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Structural Model of the U S Government Securities Market written by V. Vance Roley and published by Routledge. This book was released on 2018-03-05 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1979. This study focuses primarily on the development of a structural model for the U. S. Government securities market, ie. the specification and estimation of the demands for disaggregated maturity classes of U.S. Government securities by the individual investor groups participating in the market. A particularly important issue addressed involves the extent of the substitution relationship among different maturity classes of U.S. Government securities.

Download or read book Natural Resources Uncertainty and General Equilibrium Systems written by Alan S. Blinder and published by Elsevier. This book was released on 2013-10-22 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Natural Resources, Uncertainty, and General Equilibrium Systems: Essays in Memory of Rafael Lusky compiles a collection of works by economists who had been friends and colleagues of Rafael Lusky, a teacher in the University of Florida and contributor to theoretical resource economics. This book is divided into four sections— natural resources, uncertainty, general equilibrium systems, and policy and applications. In these sections, this text specifically discusses the resource depletion with technological uncertainty and the Rawlsian fairness principle; monopoly, uncertainty, and exploration; and price discrimination under uncertainty. The insurance theoretic aspects of workers' compensation; adverse selection and optimum insurance policies; and difficulty with Keynesian models of aggregate demand are also elaborated. This compilation likewise deliberates the exchange model of bilateral trade; optimal taxes on foreign lending; and extended linear permanent expenditure system (ELPES). This publication is a useful reference for economists and students concerned with theoretical resource economics.