Showing 1 - 10 of 15
Persistent link: https://www.econbiz.de/10011485940
Persistent link: https://www.econbiz.de/10011672926
Persistent link: https://www.econbiz.de/10012582478
Persistent link: https://www.econbiz.de/10011944622
Persistent link: https://www.econbiz.de/10012614571
This book explains how investor behavior, from mental accounting to the combustible interplay of hope and fear, affects financial economics. The transformation of portfolio theory begins with the identification of anomalies. Gaps in perception and behavioral departures from rationality spur...
Persistent link: https://www.econbiz.de/10012397115
This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk. Much of the frustration with beta stems from the failure to disaggregate its discrete components; conventional beta is often treated as if it were "atomic"...
Persistent link: https://www.econbiz.de/10012397524
This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations, evaluates portfolio risk according to the first four moments of any statistical distribution: mean, variance, skewness, and excess kurtosis. In pursuit of financial models that...
Persistent link: https://www.econbiz.de/10012398044
Persistent link: https://www.econbiz.de/10014583837
This comprehensive book contains case studies on the evolution of competition policy, with an emphasis on merger policy, for seven major US industries that have experienced substantial deregulation in the past forty years – electricity, natural gas, telecommunications, railroads,...
Persistent link: https://www.econbiz.de/10011182510