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Handbook of the Economics of Finance : Financial Markets and Asset Pricing - G. Constantinides

Handbook of the Economics of Finance

Financial Markets and Asset Pricing

By: G. Constantinides (Editor), Rene M. Stulz (Editor), M. Harris (Editor)


Published: 4th November 2003
Format: PDF
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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. 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).

ISBN: 9780080495088
ISBN-10: 0080495087
Format: PDF
Language: English
Number Of Pages: 694
Published: 4th November 2003
Publisher: Elsevier Science