Handbook of the Fundamentals of Financial Decision Making

21. The effect of errors in means, variances, and co-variances on optimal portfolio choice / VK Chopra and WT Ziemba -- 22. Calculation of investment portfolios with risk free borrowing and lending / WT Ziemba, C Parkan and R Brooks-Hill -- 23. Comparison of alternative utility functions in portfolio selection problems / JG Kallberg and WT Ziemba -- 24. Characterizations of optimal portfolios by univariate and multivariate risk aversion / Y Li and WT Ziemba -- 25. Choosing investment portfolios when the returns have stable distributions / WT Ziemba -- 26. Covariance complexity and rates of return on assets / LC MacLean, ME Foster and WT Ziemba -- 27. Anomalies: risk aversion / M Rabin and RH Thaler -- 28. The innovest Austrian pension fund planning model InnoALM / A Geyer and WT Ziemba -- 29. Modified risk measures and acceptance setS / RT Rockafellar and WT Ziemba -- 30. Convex risk measures: basic facts, law-invariance and beyond, asymptotics for large portfolios / H Föllmer and T Knispel -- 31. Modeling and optimization of risk / P Krokhmal, M Zabarankin and S Uryasev -- 32. DEA-based firm strengths and market efficiency in US and Japan / C Edirisinghe, X Zhang and S-C Shyi -- 33. The Kelly strategy for investing: risk and reward / LC MacLean and WT Ziemba -- 34. Reaching goals by a deadline: digital options and continuous-time active portfolio management / S Browne -- 35. Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark / S Browne -- 36. Stochastic differential portfolio games / S Browne -- 37. Fractional Kelly strategies in continuous time: recent developments / M Davis, and S Lleo -- 38. Growth-optimal investments and numeraire portfolios under transactions costs / W Bahsoun, IV Evstigneev and MI Taksar -- 39.A multivariate model of strategic asset allocation / JY Campbell, YL Chan and LM Viceira -- 40. Maximizing capital growth with black swan protection / EO Thorp and S Mizusawa