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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Bibliographic Details
Main Author: Constantinides, George M.
Other Authors: Harris, Milton, Stulz, René M.
Format: eBook
Language:English
Published: Amsterdam Elsevier/North-Holland 2003, 2003
Edition:1st ed
Series:Handbooks in economics
Subjects:
Online Access:
Collection: Elsevier Handbooks in Economics - Collection details see MPG.ReNa
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245 0 0 |a Handbook of the economics of finance  |h Elektronische Ressource  |b Volume 1B: Financial markets and asset pricing  |c edited by George M. Constantinides, Milton Harris, and René M. Stulz 
250 |a 1st ed 
260 |a Amsterdam  |b Elsevier/North-Holland  |c 2003, 2003 
300 |a 1 volume  |b illustrations 
653 |a Economics 
653 |a Corporations / Finance 
653 |a Finance 
653 |a Finanças das empresas 
653 |a Capital assets pricing model 
653 |a Financieel management 
653 |a Corporations ; Finance 
653 |a Finanças 
653 |a BUSINESS & ECONOMICS ; Finance 
653 |a Economia 
700 1 |a Harris, Milton 
700 1 |a Stulz, René M. 
041 0 7 |a eng  |2 ISO 639-2 
989 |b HBE  |a Elsevier Handbooks in Economics 
490 0 |a Handbooks in economics 
500 |a Includes bibliographical references and index 
856 4 0 |u https://www.sciencedirect.com/science/handbooks/15740102/1/part/PB  |x Verlag  |3 Volltext 
082 0 |a 330 
520 |a 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). 
520 |a 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