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This item: Models for Investors in Real World Markets
Operational Risk: Modeling Analytics (Hardcover $156.00)
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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.
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.
"...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)