Foundations for Financial Economics

4 valoración promedio
( 4 valoraciones por Goodreads )
 
9780444013101: Foundations for Financial Economics

Based on formal derivations of financial theory, this volume provides a rigorous exploration of individual's consumption and portfolio decisions under uncertainty. Features in-depth coverage of such topics as: concepts of risk aversion and stochastic dominance; mathematical properties of a portfolio frontier; distributional conditions for mutual fund separation; capital asset pricing models and arbitrage pricing models; general pricing rules for securities that pay off in more than one state of nature; the pricing of options; rational expectation models of risky asset prices; signaling models; how multiperiod dynamic economies can be modeled; a multiperiod economy with emphasis on valuation by arbitrage; econometric issues associated with testing capital asset pricing models. For readers interested in a rigorous overview of financial economicsn individual consumption point of view. © 1988

"Sinopsis" puede pertenecer a otra edición de este libro.

From the Publisher:

The purpose of the book is to provide the foundations for the study of modern financial economics. Rather than giving superficial coverage of a wide range of topics, the book concentrates on individuals' consumption and portfolio decisions under uncertainty and their implications for the valuation of securities. Prentice Hall acquired this title from Elsevier Publishers.

"Sobre este título" puede pertenecer a otra edición de este libro.

Comprar nuevo Ver libro

Gastos de envío: EUR 1,69
A Estados Unidos de America

Destinos, gastos y plazos de envío

Añadir al carrito

Los mejores resultados en AbeBooks

1.

Chi-Fu Huang, Robert H. Litzenberger
Editorial: Elsevier Science Ltd (1988)
ISBN 10: 0444013105 ISBN 13: 9780444013101
Nuevos Tapa dura Cantidad: 1
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Elsevier Science Ltd, 1988. Hardcover. Estado de conservación: New. Never used!. Nº de ref. de la librería P110444013105

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 169,22
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 1,69
A Estados Unidos de America
Destinos, gastos y plazos de envío