Handbook of the economics of finance. Volume 1B, Financial markets and asset pricing /

• Other Authors: Constantinides, George M., Harris, Milton, Stulz, René M.
• Format: eBook
• Language: English
• Published: Amsterdam ; Boston : Elsevier/North-Holland, 2003.
• Edition: 1st ed.
• Subjects: Finance.; Economics.; Corporations > Finance.; Capital assets pricing model.; Finances.; Économie politique.; Entreprises > Finances.; BUSINESS & ECONOMICS > Finance.; Financieel management.; Finanças.; Economia.; Finanças das empresas.; Electronic books.

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).