Handbook of the economics of finance. Volume 1B, Financial markets and asset pricing /

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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Constantinides, George M., Harris, Milton, Stulz, Ren�e M.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston : Elsevier/North-Holland, 2003.
Edición:1st ed.
Colección:Handbooks in economics ; bk. 21.
Temas:
Finance.
Economics.
Corporations > Finance.
Capital assets pricing model.
Economics
Finances.
�Economie politique.
Entreprises > Finances.
Mod�ele d'�evaluation des actifs financiers.
finance.
economics.
BUSINESS & ECONOMICS > Finance.
Capital assets pricing model
Corporations > Finance
Finance
Financieel management.
Finan�cas.
Economia.
Finan�cas das empresas.
Acceso en línea:Texto completo
Texto completo
Tabla de Contenidos:
  • 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).

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