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[null,"1.","Record Nr.",null,"UNINA9910830157503321"]
[null,null,"Autore",null,"Thompson James R"]
[null,null,"Titolo",null,"Models for investors in real world markets [[electronic resource] /] / James R. Thompson, Edward E. Williams, M. Chapman Findlay, III"]
[null,null,"Pubbl/distr/stampa",null,"New York, : John Wiley & Sons, Inc., c2003"]
[null,null,"ISBN",null,"1-282-30806-8"]
[{"$nulls":4},"9786612308062"]
[{"$nulls":4},"0-470-31709-4"]
[{"$nulls":4},"0-470-31793-0"]
[null,null,"Descrizione fisica",null,"1 online resource (404 p.)"]
[null,null,"Collana",null,"Wiley series in probability and statistics"]
[null,null,"Disciplina",null,"332.6"]
[{"$nulls":4},"332.63"]
[{"$nulls":4},"332.6322"]
[null,null,"Soggetti",null,"Investments - Statistical methods"]
[{"$nulls":4},"Securities - Statistical methods"]
[{"$nulls":4},"Stocks - Statistical methods"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Models for Investors in Real World Markets; Contents; Preface; 1. Introduction and the Institutional Environment; 1.1. Introduction; 1.2. The Stock Market Efficiency Question; 1.3. Some History; 1.4. The Role of Financial Information in the Market Efficiency Question; 1.5. The Role of Organized Markets in the Market Efficiency Question; 1.6. The Role of Trading in the Market Efficiency Question; 1.7. The Role of Securities Market Regulation in the Market Efficiency Question; 1.8. The Role of Stock Market Indicators in the Market Efficiency Question; 1.9. Summary; References"]
[{"$nulls":4},"2. Some Conventional Building Blocks (With Various Reservations)2.1. Introduction; 2.2. The St. Petersburg Paradox; 2.3. von Neumann-Morgenstern Utility; 2.4. Creating a \"St. Petersburg Trust\"; 2.5. Some Problems with Aggregate Choice Behavior; 2.6. Jeffersonian Realities; 2.7. Conclusions; Problems; References; 3. Diversification and Portfolio Selection; 3.1. Introduction; 3.2. Portfolio Design as Constrained Optimization; 3.3. A Graphical Depiction; 3.4. Other Approaches: Confidence Limits and Stochastic Dominance; 3.5. Non-Utility Techniques; 3.6. Portfolio Rebalancing; Problems"]
[{"$nulls":4},"References4. Capital Market Equilibrium Theories; 4.1. Introduction: "]
[{"$nulls":4},"The Capital Market Line; 4.2. The Security Market Line; 4.3. The Sharpe Diagonal Model; 4.4. Portfolio Evaluation and the Capital Asset Pricing Model (CAPM); 4.5. Arbitrage Pricing Theory (APT) and Fama-French (FF); 4.6. Interaction of Equilibrium and Efficiency; 4.7. Expectations, Convergence, and the Efficient Market Hypothesis; 4.8. Conclusions; Problems; References; 5. Equilibrium Implying Efflciency: The Neoclassical Fantasy; 5.1. Introduction; 5.2. A Formal Restatement of the Hypothesis; 5.3. Who Are the EMH Investors?"]
[{"$nulls":4},"5.4. Some Early History5.5. Science and the \"Social Sciences\"; 5.6. Risk versus Uncertainty; 5.7. The 1960s and 1970s; 5.8. The Weak Form of the EMH; 5.9. The Semi-strong Form of the EMH; 5.10. An Example of \"Soft\" Results Becoming \"Conclusive\"; 5.11. Other Studies; 5.12. Intertemporal Analyses; 5.13. More Evidence That Markets Are Not Efficient; 5.14. Conclusions; References; 6. More Realistic Paradigms for Investment; 6.1. Introduction; 6.2. Growth; 6.3. Rational Valuation and Growth; 6.4. Momentum and Growth; 6.5. An Application; 6.6. The \"Risk Profile\" Approach to Stock Selection"]
[{"$nulls":4},"6.7. The 'Risk Profile\" Approach After-Taxes and Transactions Costs6.8. Realistic Capital Market Theory; 6.9. Conclusions; Problems; References; 7. Security Analysis; 7.1. Introduction; 7.2. Financial Statement Analysis; 7.3. Ameritape, Inc.; 7.4. The Auditor's Opinion; 7.5. The Historical Record; 7.6. Notes to the Financial Statement; 7.7. The Most Recent Year and Ratio Calculations; 7.8. Other Information; 7.9. Projections and Evaluation; 7.10. Accounting Numbers and Corporate Accountability; Problems; References; 8. Empirical Financial Forecasting; 8.1. Introduction"]
[{"$nulls":4},"8.2. Forecasting as Regression"]
[null,null,null,"Sommario/riassunto","* 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."]