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The Econometrics of Individual Risk : Credit, Insurance, and Marketing

The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share...

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Detalles Bibliográficos
Autores principales: Gourieroux, Christian, 1949- (Autor), Jasiak, Joann, 1963- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, 2011.
Colección:Book collections on Project MUSE.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; Cover; Title Page; Title Page; Copyright Page; Copyright Page; Table of Contents; Table of Contents; List of Figures and Tables; List of Figures and Tables; Preface to the Second Edition; Preface to the Second Edition; Preface to the First Edition, 2000; Preface to the First Edition, 2000; Acknowledgments; Acknowledgments; Chapter One: The Stock Market in Historical Perspective; Chapter One: The Stock Market in Historical Perspective; Chapter Two: The Real Estate Market in Historical Perspective; Chapter Two: The Real Estate Market in Historical Perspective.
  • Part One: Structural FactorsPart One: Structural Factors; Chapter Three: Precipitating Factors: The Capitalist Explosion, the Internet, and Other Events; Chapter Three: Precipitating Factors: The Capitalist Explosion, the Internet, and Other Events; Chapter Four: Amplification Mechanisms: Naturally Occurring Ponzi Processes; Chapter Four: Amplification Mechanisms: Naturally Occurring Ponzi Processes; Part Two: Cultural Factors; Part Two: Cultural Factors; Chapter Five: The News Media; Chapter Five: The News Media; Chapter Six: New Era Economic Thinking; Chapter Six: New Era Economic Thinking.
  • Chapter Seven: New Eras and Bubbles around the WorldChapter Seven: New Eras and Bubbles around the World; Part Three: Psychological Factors; Part Three: Psychological Factors; Chapter Eight: Psychological Anchors for the Market; Chapter Eight: Psychological Anchors for the Market; Chapter Nine: Herd Behavior and Epidemics; Chapter Nine: Herd Behavior and Epidemics; Part Four: Attempts to Rationalize Exuberance; Part Four: Attempts to Rationalize Exuberance; Chapter Ten: Efficient Markets, Random Walks, and Bubbles; Chapter Ten: Efficient Markets, Random Walks, and Bubbles.
  • Chapter Eleven: Investor Learning--and UnlearningChapter Eleven: Investor Learning--and Unlearning; Part Five: A Call to Action; Part Five: A Call to Action; Chapter Twelve: Speculative Volatility in a Free Society; Chapter Twelve: Speculative Volatility in a Free Society; Notes; References; References; Notes; Index; Index.