Handbook of the Equity Risk Premium: Handbooks in Finance
Editat de Rajnish Mehra Kenneth J. Arrow, G. Constantinides, H.M Markowitz, R.C. Merton, S.C. Myers, P.A. Samuelson, W.F. Sharpeen Limba Engleză Hardback – 4 dec 2007
Preț: 719.01 lei
Preț vechi: 790.11 lei
-9% Nou
Puncte Express: 1079
Preț estimativ în valută:
137.58€ • 144.03$ • 113.84£
137.58€ • 144.03$ • 113.84£
Carte tipărită la comandă
Livrare economică 31 martie-14 aprilie
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9780444508997
ISBN-10: 0444508996
Pagini: 634
Ilustrații: Approx. 110 illustrations
Dimensiuni: 191 x 235 x 37 mm
Greutate: 1.23 kg
Editura: ELSEVIER SCIENCE
Seria Handbooks in Finance
ISBN-10: 0444508996
Pagini: 634
Ilustrații: Approx. 110 illustrations
Dimensiuni: 191 x 235 x 37 mm
Greutate: 1.23 kg
Editura: ELSEVIER SCIENCE
Seria Handbooks in Finance
V-ar putea interesa
-
Preț: 108.37 lei -
-8%Preț: 359.23 lei390.46 lei -
Preț: 146.31 lei -
Trend Trading For DummiesB BurnsPreț: 139.67 lei -
Preț: 108.85 lei -
Preț: 110.42 lei -
Preț: 227.43 lei -
-15%Preț: 591.79 lei696.22 lei -
-15%Preț: 498.94 lei586.98 lei -
The Equity Premium Puzzle: A ReviewRajnish MehraPreț: 424.62 lei -
Secret of Candlestick ChartingBedfordPreț: 128.96 lei
Public țintă
Cluster flyer; Featured in monthly cluster emails to opt in list; Conferences: Financial Management Association, Allied Social Sciences AssociationCuprins
Rajnish Mehra (UCSB), Introduction.
1. Rajnish Mehra (UCSB)and Edward C. Prescott (Arizona State), The Equity Premium: ABCs.
2. John B. Donaldson (Columbia) and Rajnish Mehra (UCSB), Risk Based Explanations of the Equity Premium.
3. Rajnish Mehra (UCSB)and Edward C. Prescott (Arizona State), Non-Risk Based Explanations of the Equity Premium.
4. Andy Abel (Wharton), Equity Premia with Benchmark Levels of Consumption: Closed-Form Results.
5. Ravi Bansal (Duke), Long Run Risks and Risk Compensation in Equity Markets.
6. Nick Barberis (Yale) and Ming Huang (Cornell), The Loss Aversion/Narrow Framing Approach to the Stock Market Pricing and Participation Puzzles.
7. John Cochrane (Chicago), Financial Markets and the Real Economy.
8. George Constantinides (Chicago), Understanding the Equity Risk Premium Puzzle.
9. Gurdip Bakshi (Maryland) and Zhiwu Chen (Yale), Cash Flow Risk and the Equity Premium Puzzle.
10. Jean-Pierre Danthine (Lausanne), John Donaldson (Columbia) and Paolo Siconolfi (Columbia), Distribution Risk and Equity Returns.
11. Elroy Dimson (LBS), Paul Marsh (LBS) and Mike Staunton (LBS), The Worldwide Equity Premium: A Smaller Puzzle.
12. William Goetzmann (Yale) and Roger Ibbotson (Yale), History and the Equity Risk Premium.
13. John Heaton (Chicago) and Debbie Lucas (Northwestern), Can Heterogeneity, Undiversifiable Risk, and Trading Frictions Explain the Equity Premium?
14. Kjetil Storesletten (U Oslo), Chris Telmer (CMU) and Amir Yaron (Wharton), Asset Prices and Intergenerational Risk Sharing: the Role of Idiosyncratic Earnings Shocks.
1. Rajnish Mehra (UCSB)and Edward C. Prescott (Arizona State), The Equity Premium: ABCs.
2. John B. Donaldson (Columbia) and Rajnish Mehra (UCSB), Risk Based Explanations of the Equity Premium.
3. Rajnish Mehra (UCSB)and Edward C. Prescott (Arizona State), Non-Risk Based Explanations of the Equity Premium.
4. Andy Abel (Wharton), Equity Premia with Benchmark Levels of Consumption: Closed-Form Results.
5. Ravi Bansal (Duke), Long Run Risks and Risk Compensation in Equity Markets.
6. Nick Barberis (Yale) and Ming Huang (Cornell), The Loss Aversion/Narrow Framing Approach to the Stock Market Pricing and Participation Puzzles.
7. John Cochrane (Chicago), Financial Markets and the Real Economy.
8. George Constantinides (Chicago), Understanding the Equity Risk Premium Puzzle.
9. Gurdip Bakshi (Maryland) and Zhiwu Chen (Yale), Cash Flow Risk and the Equity Premium Puzzle.
10. Jean-Pierre Danthine (Lausanne), John Donaldson (Columbia) and Paolo Siconolfi (Columbia), Distribution Risk and Equity Returns.
11. Elroy Dimson (LBS), Paul Marsh (LBS) and Mike Staunton (LBS), The Worldwide Equity Premium: A Smaller Puzzle.
12. William Goetzmann (Yale) and Roger Ibbotson (Yale), History and the Equity Risk Premium.
13. John Heaton (Chicago) and Debbie Lucas (Northwestern), Can Heterogeneity, Undiversifiable Risk, and Trading Frictions Explain the Equity Premium?
14. Kjetil Storesletten (U Oslo), Chris Telmer (CMU) and Amir Yaron (Wharton), Asset Prices and Intergenerational Risk Sharing: the Role of Idiosyncratic Earnings Shocks.
Recenzii
"How large is the equity risk premium? Is it consistent with macroeconomic fluctuations? And what are the implications for investors? These are among the most important questions in finance. While the last word certainly hasn't been written, Mehra's "Handbook of the Equity Risk Premium" provides a lucid framework for addressing these questions, reviews the empirical results, and offers a comprehensive view of current thinking about ways to approach the open issues." --Bob Litterman, Goldman Sachs Asset Management
“Mehra and Prescott's equity premium paper was a true classic, stimulating a mountain of interesting research. This valuable book contains some of the most interesting responses, plus an introduction and a new paper by the original authors. This is financial economics at its best. --Robert E. Lucas Jr., University of Chicago
“The puzzle of the equity risk premium is one of the deepest conundrums of financial economics. This masterful collection put together by its discoverer lucidly displays its central position in modern finance. --Stephen A. Ross, Sloan School, MIT
"Understanding how to interpret and capitalize on the large observed equity premium is a central task of macroeconomics and finance. This book is full of good new ideas about risk taking behavior and finance markets." --Thomas Sargent, NYU and the Hoover Institution, Stanford
“Mehra and Prescott's equity premium paper was a true classic, stimulating a mountain of interesting research. This valuable book contains some of the most interesting responses, plus an introduction and a new paper by the original authors. This is financial economics at its best. --Robert E. Lucas Jr., University of Chicago
“The puzzle of the equity risk premium is one of the deepest conundrums of financial economics. This masterful collection put together by its discoverer lucidly displays its central position in modern finance. --Stephen A. Ross, Sloan School, MIT
"Understanding how to interpret and capitalize on the large observed equity premium is a central task of macroeconomics and finance. This book is full of good new ideas about risk taking behavior and finance markets." --Thomas Sargent, NYU and the Hoover Institution, Stanford