Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat: 24 (Dynamic Modeling and Econometrics in Economics and Finance) - Tapa dura
Sinopsis
Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
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Acerca del autor
Fredj Jawadi is a Full Professor of Finance at the University of Lille, France, and was an Associate Professor of Finance at the University of Evry-Paris Saclay from 2010 to 2018. Currently, he is an Associate Researcher at EconomiX-CNRS and Deputy Director for the Cliometrics and Complexity team (CAC) at the IXXI Complex Systems Institute, France as well as Fellow for the Society of Economic Measurement (US), Fellow at the Economic Research Forum (ERF) in Egypt and Charter Fellow at the Institute for Nonlinear Dynamical Inference (INDI) in Russia. He specializes in finance and applied econometrics. He is the author of several books and international journal papers.
De la contraportada
Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
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Uncertainty, Expectations and Asset Price Dynamics. Essays in Honor of Georges Prat.
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Cham, Springer., 2018
ISBN 10: 3319987135
ISBN 13: 9783319987132
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Librería: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Alemania
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XXX, 192 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Dynamic Modeling and Econometrics in Economics and Finance. Volume 24. Sprache: Englisch. Nº de ref. del artículo: 5973BB
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Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat (Dynamic Modeling and Econometrics in Economics and Finance, 24)
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Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat (Dynamic Modeling and Econometrics in Economics and Finance, 24)
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Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat (Dynamic Modeling and Econometrics in Economics and Finance, 24)
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Uncertainty, Expectations and Asset Price Dynamics
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Springer International Publishing Dez 2018, 2018
ISBN 10: 3319987135
ISBN 13: 9783319987132
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics. 224 pp. Englisch. Nº de ref. del artículo: 9783319987132
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Uncertainty, Expectations and Asset Price Dynamics
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Springer International Publishing, 2018
ISBN 10: 3319987135
ISBN 13: 9783319987132
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Librería: moluna, Greven, Alemania
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Discusses irrational expectationsEvaluates expectation processes for asset price forecastsAnalyzes asset price fundamentalsProposes new tests for bubblesDiscusses irrational expectationsEva. Nº de ref. del artículo: 234032641
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Uncertainty, Expectations and Asset Price Dynamics : Essays in Honor of Georges Prat
Librería: Buchpark, Trebbin, Alemania
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Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics. Nº de ref. del artículo: 29293255/2
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Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat (Dynamic Modeling and Econometrics in Economics and Finance, 24)
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Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat (Dynamic Modeling and Econometrics in Economics and Finance (24), Band 24) : Essays in Honor of Georges Prat
Publicado por
Springer International Publishing, 2018
ISBN 10: 3319987135
ISBN 13: 9783319987132
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Librería: AHA-BUCH GmbH, Einbeck, Alemania
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Gebundene Ausgabe. Condición: Sehr gut. Gebraucht - Sehr gut SG - leichte Beschädigungen oder Verschmutzungen, ungelesenes Mängelexemplar, gestempelt - Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics. Nº de ref. del artículo: INF1000548578
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Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat (Dynamic Modeling and Econometrics in Economics and Finance, 24)
Impresión bajo demandaLibrería: Majestic Books, Hounslow, Reino Unido
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Condición: New. Print on Demand. Nº de ref. del artículo: 369570415
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