Models for Investors in Real World Markets

Edward E. (Henry Gardiner Symonds Professor of Management, Rice University) Williams, James R. (Noah Harding Professor of Statistics, Rice University TX) Thompson, M. Chapman, III (Principal: Findlay, Phillips and Associates) Findlay

John Wiley & Sons Inc, 2002

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Considers neoclassical models in light of results that can go wrong with them to bring about better models. This work offers an examination of the LTCM collapse.

ISBN-13
9780471356288
ISBN-10
047135628X
Publisher
John Wiley & Sons Inc
Year
2002
Publication date
2002-11-29
Pages
416
Dimensions
242x161x23
Weight
694