Handbook of the Fundamentals of Financial Decision Making:In 2 Parts
Editor
- Leonard C MacLean(Dalhousie University, Canada)William T Ziemba(University of British Columbia, Canada)
Abstract
Individual chapters are listed in the "Chapters" tab
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Book Chapters
The following chapters of this book are listed in IDEAS- Stephen A. Ross, 2013. "The Arbitrage Theory of Capital Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30, World Scientific Publishing Co. Pte. Ltd..
- Walter Schachermayer, 2013. "The Fundamental Theorem of Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 2, pages 31-48, World Scientific Publishing Co. Pte. Ltd..
- Walter Schachermayer, 2013. "Risk Neutral Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 3, pages 49-56, World Scientific Publishing Co. Pte. Ltd..
- Markku Kallio & William T. Ziemba, 2013. "Using Tucker's theorem of the alternative to simplify, review and expand discrete arbitrage theory," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 4, pages 57-78, World Scientific Publishing Co. Pte. Ltd..
- Peter C. Fishburn, 2013. "A General Theory of Subjective Probabilities and Expected Utilities," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 5, pages 87-97, World Scientific Publishing Co. Pte. Ltd..
- Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
- Moshe Levy & Haim Levy, 2013. "Prospect Theory: Much Ado About Nothing?," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 7, pages 129-144, World Scientific Publishing Co. Pte. Ltd..
- Peter P. Wakker, 2013. "The Data of Levy and Levy (2002) “Prospect Theory: Much Ado About Nothing?” Actually Support Prospect Theory," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 8, pages 145-147, World Scientific Publishing Co. Pte. Ltd..
- Haim Levy & Moshe Levy, 2013. "Prospect Theory and Mean-Variance Analysis," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 9, pages 149-175, World Scientific Publishing Co. Pte. Ltd..
- Guido Baltussen & Thierry Post & Pim van Vliet, 2013. "Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 10, pages 177-179, World Scientific Publishing Co. Pte. Ltd..
- David M. Kreps & Evan L. Porteus, 2013. "Temporal von Neumann—Morgenstern and Induced Preferences," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 11, pages 181-206, World Scientific Publishing Co. Pte. Ltd..
- Larry G. Epstein & Stanley E. Zin, 2013. "Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 12, pages 207-239, World Scientific Publishing Co. Pte. Ltd..
- Matihew Rabin, 2013. "Risk aversion and expected-utility theory: A calibration theorem," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 13, pages 241-252, World Scientific Publishing Co. Pte. Ltd..
- Mark J. Machina & Jozef L. Teugels & Bjørn Sundt, 2013. "Non-expected utility theory," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 14, pages 253-259, World Scientific Publishing Co. Pte. Ltd..
- Amos Tversky & Daniel Kahneman, 2013. "Judgment under Uncertainty: Heuristics and Biases," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 15, pages 261-268, World Scientific Publishing Co. Pte. Ltd..
- Daniel Kahneman & Amos Tversky, 2013. "Choices, Values, and Frames," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 16, pages 269-278, World Scientific Publishing Co. Pte. Ltd..
- G. Hanoch & H. Levy, 2013. "The Efficiency Analysis of Choices Involving Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 17, pages 287-298, World Scientific Publishing Co. Pte. Ltd..
- Haim Levy, 2013. "Stochastic Dominance, Efficiency Criteria, and Efficient Portfolios: The Multi-Period Case," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 18, pages 299-307, World Scientific Publishing Co. Pte. Ltd..
- John W. Pratt, 2013. "Risk aversion in the small and in the large," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 19, pages 317-331, World Scientific Publishing Co. Pte. Ltd..
- Yuming Li & William T. Ziemba, 2013. "Univariate and multivariate measures of risk aversion and risk premiums," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 20, pages 333-364, World Scientific Publishing Co. Pte. Ltd..
- Vijay K. Chopra & William T. Ziemba, 2013. "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 21, pages 365-373, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba & C. Parkan & R. Brooks-Hill, 2013. "Calculation of investment portfolios with risk free borrowing and lending," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 22, pages 375-388, World Scientific Publishing Co. Pte. Ltd..
- J. G. Kallberg & W. T. Ziemba, 2013. "Comparison of alternative utility functions in portfolio selection problems," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 23, pages 389-408, World Scientific Publishing Co. Pte. Ltd..
- Yuming Li & W. T. Ziemba, 2013. "Characterizations of optimal portfolios by univariate and multivariate risk aversion," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 24, pages 409-419, World Scientific Publishing Co. Pte. Ltd..
- W. T. Ziemba, 2013. "Choosing Investment Portfolios When the Returns Have Stable Distributions," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 25, pages 421-444, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & Michael E. Foster & William T. Ziemba, 2013. "Covariance complexity and rates of return on assets," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 26, pages 445-465, World Scientific Publishing Co. Pte. Ltd..
- Matthew Rabin & Richard H. Thaler, 2013. "Anomalies: Risk aversion," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 27, pages 467-480, World Scientific Publishing Co. Pte. Ltd..
- Alois Geyer & William T. Ziemba, 2013. "The innovest Austrian pension fund planning model InnoALM," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 28, pages 491-504, World Scientific Publishing Co. Pte. Ltd..
- Leonard C MacLeanWilliam T Ziemba, 2013. "Modified risk measures and acceptance sets," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 29, pages 505-506, World Scientific Publishing Co. Pte. Ltd..
- Hans Föllmer & Thomas Knispel, 2013. "Convex risk measures: Basic facts, law-invariance and beyond, asymptotics for large portfolios," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 30, pages 507-554, World Scientific Publishing Co. Pte. Ltd..
- Pavlo Krokhmal & Michael Zabarankin & Stan Uryasev, 2013. "Modeling and Optimization of Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 31, pages 555-600, World Scientific Publishing Co. Pte. Ltd..
- Chanaka Edirisinghc & Xin Zhang & Shae-Chang Shyi, 2013. "DEA-based firm strengths and market efficiency in U.S. and Japan," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 32, pages 611-635, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLcan & William T. Zicmba, 2013. "The Kelly Strategy for Investing: Risk and Reward," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 33, pages 637-681, World Scientific Publishing Co. Pte. Ltd..
- Sid Browne, 2013. "Reaching goals by a deadline: Digital options and continuous-time active portfolio management," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 34, pages 683-709, World Scientific Publishing Co. Pte. Ltd..
- Sid Browne, 2013. "Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 35, pages 711-730, World Scientific Publishing Co. Pte. Ltd..
- Sid Browne, 2013. "Stochastic differential portfolio games," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 36, pages 731-752, World Scientific Publishing Co. Pte. Ltd..
- Mark Davis & Sébastien Lleo, 2013. "Fractional Kelly Strategies in Continuous Time: Recent Developments," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 37, pages 753-787, World Scientific Publishing Co. Pte. Ltd..
- Wael Bahsoun & Igor V. Evstigneev & Michael I. Taksar, 2013. "Growth-optimal investments and numeraire portfolios under transaction costs," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 38, pages 789-808, World Scientific Publishing Co. Pte. Ltd..
- John Y. Campbell & Yeung Lewis Chanb & M. Viceira, 2013. "A multivariate model of strategic asset allocation," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 39, pages 809-848, World Scientific Publishing Co. Pte. Ltd..
- Edward O. Thorp & Steven Mizusawa, 2013. "Maximizing Capital Growth With Black Swan Protection," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 40, pages 849-872, World Scientific Publishing Co. Pte. Ltd..
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Keywords
Financial Decision Making; Asset Pricing; Prospect Theory; Utility Theory; Risk Aversion; Static Portfolio Theory; Stochastic Dominance; Dynamic Modeling; Dynamic Portfolio Theory; Tactical Asset Allocation; Kelly Strategy; Capital Growth;All these keywords.
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