Handbook of Financial Markets: Dynamics and Evolution
Published on 21. February 2009
Book
Hardback
608 pages
978-0-12-374258-2 (ISBN)
Description
The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market selection hypothesis. By explicitly assuming the heterogeneity of investors, they present models that are descriptive and normative as well, making the volume useful for both finance theorists and financial practitioners.
Reviews / Votes
"The research frontier of finance is moving in an ecological direction where trading strategies compete for profits like species in an ecosystem. This volume, written by leaders in the field, does an excellent job of bringing the reader up to date in this novel, important, and fascinating research area." --William A. Brock, The University of Wisconsin at MadisonMore details
Series
Language
English
Place of publication
United States
Publishing group
Elsevier Science & Technology
Target group
Professional and scholarly
Primary: university, research, and major public libraries with finance and economics holdings.
Secondary: academics in finance and economics
Product notice
sewn/stitched
Cloth over boards
Illustrations
Approx. 150 illustrations
Dimensions
Height: 244 mm
Width: 197 mm
Thickness: 40 mm
Weight
1246 gr
ISBN-13
978-0-12-374258-2 (9780123742582)
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
Thorsten Hens | Klaus Reiner Schenk-Hoppe
Handbook of Financial Markets: Dynamics and Evolution
Dynamics and Evolution
E-Book
06/2009
Elsevier
€131.00
Available for download
Content
"Introduction"--Thorsten Hens and Klaus Reiner Schenk-Hoppe
1. "Thought and Behavioral Contagion in Capital Markets"--David Hirshleifer and Siew Hong Teoh
2. "How markets digest supply and demand and slowly incorporate information into prices"--Jean-Philippe Bouchaud, J. Doyne Farmer, and Fabrizio Lillo
3. "Stochastic Behavioral Asset Pricing Models and the Stylized Facts"--Thomas Lux
4. "Complex Evolutionary Systems in Behavioral Finance"--Cars Hommes and Florian Wagener
5. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics"--Carl Chiarella, Xue-Zhong He and Roberto Dieci
6. "Perfect Forecasting and Behavioral Heterogeneities"--Jan Wenzelburger
7. "Market Selection and Asset Pricing"--Lawrence Blume and David Easley
8. "Rational Diverse Beliefs and Market Volatility"--Mordecai Kurz
9. "Evolutionary Finance"--Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppe
1. "Thought and Behavioral Contagion in Capital Markets"--David Hirshleifer and Siew Hong Teoh
2. "How markets digest supply and demand and slowly incorporate information into prices"--Jean-Philippe Bouchaud, J. Doyne Farmer, and Fabrizio Lillo
3. "Stochastic Behavioral Asset Pricing Models and the Stylized Facts"--Thomas Lux
4. "Complex Evolutionary Systems in Behavioral Finance"--Cars Hommes and Florian Wagener
5. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics"--Carl Chiarella, Xue-Zhong He and Roberto Dieci
6. "Perfect Forecasting and Behavioral Heterogeneities"--Jan Wenzelburger
7. "Market Selection and Asset Pricing"--Lawrence Blume and David Easley
8. "Rational Diverse Beliefs and Market Volatility"--Mordecai Kurz
9. "Evolutionary Finance"--Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppe