Buch, Englisch, 694 Seiten, Format (B × H): 210 mm x 278 mm, Gewicht: 1390 g
Financial Markets and Asset Pricing
Buch, Englisch, 694 Seiten, Format (B × H): 210 mm x 278 mm, Gewicht: 1390 g
ISBN: 978-0-444-51363-2
Verlag: Elsevier Science & Technology
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
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).