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Portfolio Theory and the Demand for Money - Neil Thompson

Portfolio Theory and the Demand for Money


Published: 20th July 1993
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  • Paperback View Product Published: 15th September 1993

The book is an in-depth review of the theory and empirics of the demand for money and other financial assets. The different theoretical approaches to the portfolio choice problem are described, together with an up-to-date survey of the results obtained from empirical studies of asset choice behaviour. Both single-equation studies and the more complete multi-asset portfolio models, are analysed.

List of Figures - Preface - An Introduction to Portfolio Analysis - The Mean-Variance Approach - Transactions and Precautionary Demand Models - Mixed Models and the General Utility Approach - The Empirical Demand for Money Function - Stability and the Demand for Money Function - Disequilibrium Money and Buffer Stock Models - Bank Lending Equations - The Demand for Long-Term Government Securities - Multi-asset Portfolio Models - Summary and Conclusions - Endnotes - Bibliography - Index

ISBN: 9780333572603
ISBN-10: 0333572602
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 212
Published: 20th July 1993
Country of Publication: GB
Dimensions (cm): 21.59 x 13.97  x 1.75
Weight (kg): 0.44
Edition Number: 3