Handbook of the Economics of Finance

Financial Markets and Asset Pricing

AvG. Constantinides,G. Constantinides

Inbunden, Engelska, 2003

Del i serien Handbooks in Economics

1 544 kr

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Beskrivning

Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.

Produktinformation

Utgivningsdatum:2003-11-04
Mått:210 x 279 x 32 mm
Vikt:1 390 g
Format:Inbunden
Språk:Engelska
Serie:Handbooks in Economics
Antal sidor:694
Förlag:Elsevier Science
ISBN:9780444513632

Utforska kategorier

Nationalekonomi inom Ekonomi och Ledarskap
Finansiering inom Ekonomi och Ledarskap

Innehållsförteckning

Arbitrage, State Prices and Portfolio Theory (P.H. Dybvig, S. Ross). Intertemporal Asset Pricing Theory (D. Duffie). Tests of Multi-Factor Pricing Models, Volatility, and Portfolio Performance (W.E. Ferson). Consumption-Based Asset Pricing (J.Y. Campbell). The Equity Premium in Retrospect (R. Mehra, E.C. Prescott). Anomalies and Market Efficiency (G.W. Schwert). Are financial assets priced locally or globally? (G.A. Karolyi, R. Stulz). Microstructure and Asset Pricing (D. Easley, M. O'Hara). A Survey of Behavioral Finance (N.C. Barberis, R.H. Thaler). Finance, Optimization, and the Irreducibly Irrational Component of Human Behavior (R.J. Shiller). Derivatives (R.E Whaley). Fixed Income Pricing (Q. Dai, K.Singleton).

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