Models for Investors in Real World Markets
«“This volume provides a new, antiefficient markets approach to investment theory and management…a valuable reference…” (Zentralblatt Math, Vol.1050, 2005)
"...very readable and highly educational...a good choice for your next investment..." (Technometrics, Vol. 45, No. 3, August 2003)
"...examines investment strategies based on risk-neutral probabilities and offers an anti-efficient markets approach to investment theory and management." (AAII Journal, August 2003)
»
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. Les mer
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.
Detaljer
- Forlag
- Wiley-Interscience
- Innbinding
- Innbundet
- Språk
- Engelsk
- Sider
- 408
- ISBN
- 9780471356288
- Utgivelsesår
- 2002
- Format
- 24 x 16 cm
Anmeldelser
«“This volume provides a new, antiefficient markets approach to investment theory and management…a valuable reference…” (Zentralblatt Math, Vol.1050, 2005)
"...very readable and highly educational...a good choice for your next investment..." (Technometrics, Vol. 45, No. 3, August 2003)
"...examines investment strategies based on risk-neutral probabilities and offers an anti-efficient markets approach to investment theory and management." (AAII Journal, August 2003)
»