Problems in portfolio theory and the fundamentals of financial decision making

Preface -- Books for which the problems are designed -- Section A: Arbitrage and asset pricing -- Appendix A: Fundamentals of asset pricing -- Section a exercises -- Section B: Utility theory -- Appendix B: Technical fundamentals for utility theory -- Section B: Exercises -- Stochastic dominance -- Appendix C: Probability and random variables -- Exercises -- Risk aversion and static portfolio theory -- Appendix D: Estimation of returns -- Exercises -- Section E: Risk measures -- Appendix E: Risk assessment -- Section e exercises -- Section F: Dynamic portfolio theory and asset allocation -- Appendix F: Dynamic pricing -- Section F: Exercises -- About the authors -- Index