Handbook of the Economics of Finance

Asset Pricing

Hardbound, 872 Pages

Published: December 2012

Imprint: North-holland

ISBN: 978-0-444-59406-8

Contents

  • Advances in Consumption-Based Asset Pricing: Empirical Tests (S. Ludvigson)

    Bond Pricing and the Macroeconomy (G. Duffee)

    Investment Performance: A Review and Synthesis (W. Ferson)

    Mutual Funds (N. Elton, M. Gruber)

    Hedge Funds (W. Fung, D Hsieh)

    Financial Risk Measurement for Financial Risk Management (T. Andersen, T. Bollerslev, P. Christoffersen, F. Diebold)

    Bubbles, Financial Crises, and Systemic Risk (M. Brunnermeier, M. Oehmke)

    Market Liquidity-Theory and Empirical Evidence (D. Vayanos, J. Wang)

    Credit Derivatives (J. Hull, A. White)

    Household Finance: An Emerging Field (L. Guiso, P. Sodini)

    The Behavior of Individual Investors (B. Barber, T. Odean)

    Risk Pricing over Alternative Investment Horizons (L. Hansen)

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