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Handbook of the Economics of Finance: Financial Markets and Asset Pricing, Vol. 1 Book

Handbook of the Economics of Finance: Financial Markets and Asset Pricing, Vol. 1
Handbook of the Economics of Finance: Financial Markets and Asset Pricing, Vol. 1, , Handbook of the Economics of Finance: Financial Markets and Asset Pricing, Vol. 1 has a rating of 4 stars
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Handbook of the Economics of Finance: Financial Markets and Asset Pricing, Vol. 1, , Handbook of the Economics of Finance: Financial Markets and Asset Pricing, Vol. 1
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Digital Copy
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  • Handbook of the Economics of Finance: Financial Markets and Asset Pricing, Vol. 1
  • Written by author G. Constantinides
  • Published by Elsevier Science, November 2003
  • 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.
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Authors

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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