Models for Investors in Real World Markets

Models for Investors in Real World Markets

Thompson, James R.; Findlay, M. Chapman; Williams, Edward E.

John Wiley & Sons Inc

11/2002

408

Dura

Inglês

9780471356288

15 a 20 dias

690

Descrição não disponível.
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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