Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information, Nikolai Dokuchaev

Автор: Bettina Kuon
Название: Two-Person Bargaining Experiments with Incomplete Information
ISBN: 3540579206 ISBN-13(EAN): 9783540579205
Издательство: Springer
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Описание: Think of the following situation: A project yielding a gross profit of 100 is offered to two firms. Each of both firms has an alternative project it conducts in case the joint project is not realized. The profitability of an allocation of the joint gross profit for a firm depends on the gross profit from its alternative project.

Автор: T. Kariya
Название: Quantitative Methods for Portfolio Analysis
ISBN: 9401047545 ISBN-13(EAN): 9789401047548
Издательство: Springer
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Описание: Quantitative Methods for Portfolio Analysis provides practical models and methods for the quantitative analysis of financial asset prices, construction of various portfolios, and computer-assisted trading systems.

Автор: Helmut Meister
Название: The Purification Problem for Constrained Games with Incomplete Information
ISBN: 3540184295 ISBN-13(EAN): 9783540184294
Издательство: Springer
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Описание: The approach presented in this book combines two aspects of generalizations of the noncooperative game as developed by Nash.

Автор: Alexandre C. Ziegler
Название: Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
ISBN: 3642055672 ISBN-13(EAN): 9783642055676
Издательство: Springer
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Описание: After a brief review of the existing incomplete information literature, the effect of incomplete information on investors` exptected utility, risky asset prices, and interest rates is described. It is demonstrated that increasing the quality of investors` information need not increase their expected utility and the prices of risky assets.