Handbook of the Economics of Finance - Financial Markets and Asset Pricing

Klappentext Covers the economics of financial markets: the saving and investment decisions; the valuation of equities! derivatives! and fixed income securities; and market microstructure. Zusammenfassung Covers the economics of financial markets: the saving and investment decisions; the valuation of equities! derivatives! and fixed income securities; and market microstructure. Inhaltsverzeichnis 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).

Product details

• Authors: CONSTANTINIDES, G. (University of Chicago Constantinides, G. M. (University of Chicago Constantinides
• Assisted by: G. Constantinides (Editor), G. (University of Chicago Constantinides (Editor), Constantinides G. (Editor), M. Harris (Editor), M. (University of Chicago Harris (Editor), Harris M. (Editor), R. M. Stulz (Editor), R.M. (The Ohio State University Stulz (Editor), Rene M. Stulz (Editor), Rene M. (The Ohio State University Stulz (Editor), Stulz Rene M. (Editor)
• Publisher: ELSEVIER SCIENCE BV
• Languages: English
• Product format: Hardback
• Released: 04.11.2003
• EAN: 9780444513632
• ISBN: 978-0-444-51363-2
• No. of pages: 694
• Series: Handbooks in Economics; Handbooks in Economics; Handbook of the Economics of Finance
• Subjects: Social sciences, law, business > Business > General, dictionaries; Economics, Finance, BUSINESS & ECONOMICS / Economics / General, BUSINESS & ECONOMICS / Finance / General, Finance and the finance industry