Search

Financial economics : An investment actuary's viewpoint

<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>Financial economics</title>
<subTitle>: An investment actuary's viewpoint</subTitle>
</titleInfo>
<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080094904">
<namePart>Clarkson, R.S.</namePart>
<nameIdentifier>MAPA20080094904</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">gbr</placeTerm>
</place>
<dateIssued encoding="marc">1996</dateIssued>
<issuance>serial</issuance>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
</physicalDescription>
<abstract>Penrose, Adam Smith and a Robinson Crusoe paradox -- Rational behaviour -- Tosltoy and human behaviour -- Actuarial Science -- A model for gilt-edged securities -- A model for U.K. ecuities -- Improving the performance of ecuity  portfolios -- The measurement of investment risk -- The assessment of financial risk -- A non-linear stochastic model for inflation -- Some observation on the theory of games -- The coming revolution in the theory of finance -- Some observation on the black-scholes option pricing formula -- Asset-liavility modelling and the dowside approach to risk -- Utilyti theory -- The theory of games -- Portfolio theory -- The efficient market paradox -- Adam Smith: natural prices and market prices -- Keynes: probability, confidence and human behaviour -- The theory of sports -- The elements of human behaviour -- Incompleteness principles -- Resolving the Robinson Crusoe paradox -- Investment management -- Asset liability modelling -- Capital project -- A periodical table for economic science</abstract>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080547271">
<topic>Finanzas</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080543419">
<topic>Cartera</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080582418">
<topic>Riesgo financiero</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602444">
<topic>Matemática financiera</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080586447">
<topic>Modelo estocástico</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080558970">
<topic>Inversiones</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080630898">
<topic>Gestión integral de activos y pasivos</topic>
</subject>
<classification authority="">6</classification>
<relatedItem type="host">
<titleInfo>
<title>British Actuarial Journal</title>
</titleInfo>
<originInfo>
<publisher>London</publisher>
</originInfo>
<identifier type="local">MAP20077000659</identifier>
<part>
<text>Nº2, 1996 ;  [40] p</text>
</part>
</relatedItem>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">010323</recordCreationDate>
<recordChangeDate encoding="iso8601">20080418122903.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20071501635</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>