Handbook of the Economics of Finance
Financial Markets and Asset Pricing
Published on 4. November 2003
694 pages
978-0-08-049508-8 (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
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: Volume 1B
Financial Markets and Asset Pricing
Book
11/2003
North-Holland
€159.50
Shipment within 15-20 days
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).
