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Financial Markets Theory Book

Financial Markets Theory
Financial Markets Theory, A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical , Financial Markets Theory has a rating of 3.5 stars
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Financial Markets Theory, A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical , Financial Markets Theory
3.5 out of 5 stars based on 2 reviews
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  • Financial Markets Theory
  • Written by author Emilio Barucci
  • Published by Springer-Verlag New York, LLC, January 2003
  • A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical
  • Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitr
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Book Categories

Authors

1Prerequisites1
2Choices under Risk13
3Stochastic Dominance, Mutual Funds Separation and Portfolio Frontier43
4General Equilibrium Theory and Risk Exchange71
5Risk Premium: Capital Asset Pricing Model and Asset Pricing Theory111
6Multiperiod Market Models143
7Information and Financial Markets217
8Uncertainty, Rationality and Heterogeneity253
9Financial Markets Microstructure309
10Corporate Finance331
11Intermediation and Regulation357
References391
Index461


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Financial Markets Theory, A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical , Financial Markets Theory

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Financial Markets Theory, A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical , Financial Markets Theory

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