Handbook of the Economics of Finance

ISBN-13: 9780444502988 / Angielski / Mixed media product / 2003 / 1685 str.

G. M. Constantinides; M. Harris; R. M. Stulz

Opis

Handbook of the Economics of Finance Volume 1A and 1B

Spis treści

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).