Handbook of the economics of finance Volume 1B: Financial markets and asset pricing
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,...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
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Amsterdam
Elsevier/North-Holland
2003, 2003
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| Edition: | 1st ed |
| Series: | Handbooks in economics
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| Subjects: | |
| Online Access: | |
| Collection: | Elsevier Handbooks in Economics - Collection details see MPG.ReNa |
| Summary: | 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). 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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| Item Description: | Includes bibliographical references and index |
| Physical Description: | 1 volume illustrations |
| ISBN: | 0080495087 9780080495088 |