Financial economics : An investment actuary's viewpoint
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<title>Financial economics</title>
<subTitle>: An investment actuary's viewpoint</subTitle>
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<namePart>Clarkson, R.S.</namePart>
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<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>
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<topic>Matemática del seguro</topic>
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<topic>Finanzas</topic>
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<topic>Cartera</topic>
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<topic>Riesgo financiero</topic>
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<topic>Matemática financiera</topic>
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<topic>Modelo estocástico</topic>
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<topic>Inversiones</topic>
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<topic>Gestión integral de activos y pasivos</topic>
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<title>British Actuarial Journal</title>
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<publisher>London</publisher>
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<identifier type="local">MAP20077000659</identifier>
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<text>Nº2, 1996 ; [40] p</text>
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