Product Description
Handbook of the Economics of Finance
Financial Markets and Asset Pricing
G. Constantinides (Edited by), Rene M. Stulz (Edited by), M. Harris (Edited by)
9780444513632
Hardback, published 4 November 2003
694 pages
27.9 x 21 x 3.7 cm, 1.39 kg
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.
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. ]
Handbook of the Economics of Finance Constantinides Stulz Harris Volume 1B
Handbook of the Economics of Finance
Financial Markets and Asset Pricing
G. Constantinides (Edited by), Rene M. Stulz (Edited by), M. Harris (Edited by)
9780444513632
Hardback, published 4 November 2003
694 pages
27.9 x 21 x 3.7 cm, 1.39 kg
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.
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. ]
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