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Handbook of the Economics of Finance: Financial Markets and Asset Pricing de G. Constantinides

Handbook of the Economics of Finance: Financial Markets and Asset Pricing: Handbooks in Economics, cartea 1B

Editat de G. Constantinides, Rene M. Stulz, M. Harris
en Limba Engleză Hardback – 3 noi 2003
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.
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Specificații

ISBN-13: 9780444513632
ISBN-10: 0444513639
Pagini: 694
Dimensiuni: 210 x 279 x 45 mm
Greutate: 1.16 kg
Editura: ELSEVIER SCIENCE
Seria Handbooks in Economics

Cuprins

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).