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Models for Investors in Real World Markets / Edition 1
     

Models for Investors in Real World Markets / Edition 1

by James R. Thompson, Edward E. Williams, M. Chapman Findlay III
 

ISBN-10: 047135628X

ISBN-13: 9780471356288

Pub. Date: 11/01/2002

Publisher: Wiley

* 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.

Overview

* 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.

Product Details

ISBN-13:
9780471356288
Publisher:
Wiley
Publication date:
11/01/2002
Series:
Wiley Series in Probability and Statistics Series , #357
Pages:
408
Product dimensions:
6.35(w) x 9.51(h) x 0.90(d)

Table of Contents

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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