Centro de Documentacion de Fundación MAPFRE - Financial economics : An investment actuary's viewpoint

MAP20071501635

Financial economics : An investment actuary's viewpoint

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

En: British Actuarial Journal. - London. - Nº2, 1996 ; [40] p

1. Matemática del seguro . 2. Finanzas . 3. Cartera . 4. Riesgo financiero . 5. Matemática financiera . 6. Modelo estocástico . 7. Inversiones . 8. Gestión integral de activos y pasivos . I. Título.