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)

