Abstract
Based on courses developed by the author over several years, this book provides access to a broad area of research that is not available in separate articles or books of readings. Topics covered include the meaning and measurement of risk, general single-period portfolio problems, mean-variance analysis and the Capital Asset Pricing Model, the Arbitrage Pricing Theory, complete markets, multiperiod portfolio problems and the Intertemporal Capital Asset Pricing Model, the Black-Scholes option pricing model and contingent claims analysis, 'risk-neutral' pricing with Martingales, Modigliani-Miller and the capital structure of the firm, interest rates and the term structure, and others.
Keywords
Business
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Publication Info
- Year
- 1988
- Type
- article
- Volume
- 43
- Issue
- 1
- Pages
- 259-259
- Citations
- 1947
- Access
- Closed
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Cite This
Eduardo S. Schwartz,
Jonathan E. Ingersoll
(1988).
Theory of Financial Decision Making..
The Journal of Finance
, 43
(1)
, 259-259.
https://doi.org/10.2307/2328335
Identifiers
- DOI
- 10.2307/2328335