This book offers a concise introduction to the field of financial economics and presents, for the first time, recent behavioral finance research findings that help us to understand many puzzles in traditional finance. Tailor-made for master's and PhD students, it includes tests and exercises that enable students to keep track of their progress. Parts of the book can also be used at the bachelor level.
Reihe
Auflage
Sprache
Verlagsort
Verlagsgruppe
Zielgruppe
Illustrationen
6
10 farbige Abbildungen, 6 s/w Abbildungen
VII, 213 p. 16 illus., 10 illus. in color.
Maße
Höhe: 241 mm
Breite: 160 mm
Dicke: 18 mm
Gewicht
ISBN-13
978-3-662-59887-0 (9783662598870)
DOI
10.1007/978-3-662-59889-4
Schweitzer Klassifikation
Thorsten Hens is a Swiss Finance Institute professor of financial economics at the University of Zurich, Switzerland. He studied in Bonn, Germany, and Paris, France, and previously held positions in Stanford, USA, and Bielefeld, Germany. Thorsten Hens is an adjunct professor in finance at the Norwegian School of Economics, NHH, in Bergen and at the University of Lucerne. He is an expert in mathematical economics, evolutionary and behavioral finance.
Marc Oliver Rieger is a professor of banking and finance at the University of Trier, Germany. He studied in Konstanz, Germany and obtained his Ph.D. from the MPI in Leipzig. Previously he held positions in Zurich at the ETH and at the University, at Carnegie Mellon University, Scuola Normale Superiore in Pisa, the University of Bielefeld, Germany and NCCU, Taiwan.
Part I: Exercises.- Introduction.- Decision Theory.- Two-Period Model: Mean-Variance Approach.- Two-Period Model: State-Preference Approach.- Multiple-Periods Model.- Theory of the Firm.- Information Asymmetries on Financial Markets.- Time-Continuous Model.- Part II: Solutions.- Introduction.- Decision Theory.-Two-Period Model: Mean-Variance Approach.- Two-Period Model: State-Preference Approach.- Multiple-Periods Model.- Theory of the Firm.- Information Asymmetries on Financial Markets.- Time-Continuous Model.- References.
