Models for investors in real world markets
John Wiley & Sons, Inc., 2003 - Business & Economics - 372 pages
* 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.
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Some Conventional Building Blocks With Various Reservations
Diversification and Portfolio Selection
Capital Market Equilibrium Theories
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