Handbook of the Economics of Finance, Volume 1B
1st Edition
Financial Markets and Asset Pricing
Table of Contents
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).
Description
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.
Details
- No. of pages:
- 694
- Language:
- English
- Copyright:
- © North Holland 2003
- Published:
- 4th November 2003
- Imprint:
- North Holland
- eBook ISBN:
- 9780080495088
- Hardcover ISBN:
- 9780444513632
- Paperback ISBN:
- 9781493302307
Ratings and Reviews
About the Editors
G. Constantinides Editor
Affiliations and Expertise
University of Chicago, Chicago, IL, USA
Rene M. Stulz Editor
Affiliations and Expertise
The Ohio State University, Columbus, OH, USA
M. Harris Editor
Affiliations and Expertise
University of Chicago, Chicago, IL, USA