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Elsevier

Handbook of the Economics of Finance

Financial Markets and Asset Pricing

  • 1 Edición, Volumen 1B - 4 de noviembre de 2003
  • Última edición
  • Editores: G. Constantinides, Rene M. Stulz, M. Harris
  • Idioma: Inglés

Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market… Leer más

Descripción

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.

Índice

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).

Detalles del producto

  • Edición: 1
  • Última edición
  • Volumen: 1B
  • Publicado: 4 de noviembre de 2003
  • Idioma: Inglés

Sobre los editores

GC

G. Constantinides

Afiliaciones y experiencia
University of Chicago, Chicago, IL, USA

RS

Rene M. Stulz

Afiliaciones y experiencia
The Ohio State University, Columbus, OH, USA

MH

M. Harris

Afiliaciones y experiencia
University of Chicago, Chicago, IL, USA

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