Models for investors in real world markets
著者
書誌事項
Models for investors in real world markets
（Wiley series in probability and mathematical statistics）
J. Wiley, c2003
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注記
Includes bibliographies and index
内容説明・目次
内容説明
* Considers neoclassical models in light of results that can go wrong with them to bring about better models.
* Questions the assumption that markets clear quickly.
* Offers a timely examination of the LTCM collapse.
* Written by a group of well-respected and highly qualified authors.
目次
Preface.
Introduction and the Institutional Environment.
Some Conventional Building Blocks (With Various Reservations).
Diversification and Portfolio Selection.
Capital Market Equilibrium Theories.
Equilibrium Implying Efficiency: The Neoclassical Fantasy.
More Realistic Paradigms for Investment.
Security Analysis.
Empirical Financial Forecasting.
Stock Price Growth as Noisy Compound Interest.
Investing in Real World Markets: Returns and Risk Profiles.
Common Stock Options.
Summary, Some Unsettled (Unsettling) Questions, and Conclusions.
Appendix A: A Brief Introduction to Probability and Statistics.
Appendix B: Statistical Tables.
Index.
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