Buch, Englisch, Band 313, 156 Seiten, Paperback, Format (B × H): 170 mm x 244 mm, Gewicht: 302 g
A Bayesian Approach
Buch, Englisch, Band 313, 156 Seiten, Paperback, Format (B × H): 170 mm x 244 mm, Gewicht: 302 g
Reihe: Lecture Notes in Economics and Mathematical Systems
ISBN: 978-3-540-50034-6
Verlag: Springer Berlin Heidelberg
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
1. Introduction.- 1.1 Uncertainty and Risk Aversion.- 1.2 Methods and Organization.- 2. The Monotonicity of Transition Probabilities.- 2.1 Sufficient Statistics.- 2.2 Posterior Distributions and Transition Probabilities.- 3. Dynamic Portfolio Models under Uncertainty.- 3.1 Classic Dynamic Portfolio Models.- 3.2 Binary Dynamic Portfolio Models under Uncertainty.- 4. The Optimal Timing of Investment.- 4.1 Investment Decisions and the Economic Life of Projects.- 4.2 A Deterministic Model in Continuous Time.- 4.3 Investment Models under Conditions of Risk.- 4.4 Investment Models under Conditions of Uncertainty.- 5. Concluding Remarks.- References.