Handbook of the Economics of Finance: Volume 1B
Financial Markets and Asset Pricing
Published on 4. November 2003
Book
Hardback
694 pages
978-0-444-51363-2 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
United States
Publishing group
Elsevier Science & Technology
Target group
Professional and scholarly
Product notice
Laminated cover
Dimensions
Height: 241 mm
Width: 161 mm
Thickness: 45 mm
Weight
1143 gr
ISBN-13
978-0-444-51363-2 (9780444513632)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
George M. Constantinides | Milton Harris | Rene M. Stulz
Handbook of the Economics of Finance
Financial Markets and Asset Pricing
Book
12/2003
North-Holland
€135.50
Shipment within 15-20 days
G. Constantinides | Rene M. Stulz | M. Harris
Handbook of the Economics of Finance
Financial Markets and Asset Pricing
E-Book
11/2003
Elsevier
€131.00
Available for download
Persons
Content
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).