Davies, Greg B.
Behavioral investment management : an efficient alternative to modern portfolio theory / Greg B. Davies, Arnaud de Servigny. - New York : McGraw-Hill, c2012. - xv, 367 pages : illustrations ; 24 cm.
Includes bibliographical references and index.
Contents: Chapter 1 Questioning the current investment paradigm -- Chapter 2 Individual investor preferences and behavior -- Chapter 3 Modern portfolio theory -- Chapter 4 How well does modern portfolio theory work in practice? -- Chapter 5 "Behavioralizing" risk/return optimization -- Chapter 6 Representing asset return dynamic in an uncertain environment -- Chapter 7 Combining behavioral preferences with dynamic risk/return expectations -- Chapter 8 Portfolio optimization for the anxious investor -- Chapter 9 The impact of behavioral investment management on wealth and pension management
English
9780071746601 [hardbound]
2011042430
Portfolio management.
Asset allocation.
Behavioral investment management : an efficient alternative to modern portfolio theory / Greg B. Davies, Arnaud de Servigny. - New York : McGraw-Hill, c2012. - xv, 367 pages : illustrations ; 24 cm.
Includes bibliographical references and index.
Contents: Chapter 1 Questioning the current investment paradigm -- Chapter 2 Individual investor preferences and behavior -- Chapter 3 Modern portfolio theory -- Chapter 4 How well does modern portfolio theory work in practice? -- Chapter 5 "Behavioralizing" risk/return optimization -- Chapter 6 Representing asset return dynamic in an uncertain environment -- Chapter 7 Combining behavioral preferences with dynamic risk/return expectations -- Chapter 8 Portfolio optimization for the anxious investor -- Chapter 9 The impact of behavioral investment management on wealth and pension management
English
9780071746601 [hardbound]
2011042430
Portfolio management.
Asset allocation.