Handbook of the Economics of Finance ：Financial Markets and Asset Pricing ( Volume 1B )

Publication subTitle ：Financial Markets and Asset Pricing

Publication series ：Volume 1B

Author： Constantinides   G.;Stulz   Rene M.;Harris   M.  

Publisher： Elsevier Science‎

Publication year： 2003

E-ISBN: 9780080495088

P-ISBN(Paperback): 9780444513632

P-ISBN(Hardback):  9780444513632

Subject： F8 Finances

Language： ENG

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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.

Chapter

Cover

pp.：  1 – 4

Handbook of the Economics of Finance

pp.：  4 – 5

Copyright Page

pp.：  5 – 18

Introduction to the Series

pp.：  6 – 8

Contents of the Handbook

pp.：  8 – 10

Preface

pp.：  10 – 28

TOC$Contents of Volume 1B

pp.：  18 – 6

CH$Chapter 10. Arbitrage, State Prices and Portfolio Theory

pp.：  28 – 62

CH$Chapter 11. Intertemporal Asset Pricing Theory

pp.：  62 – 166

CH$Chapter 12. Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance

pp.：  166 – 226

CH$Chapter 13. Consumption-Based Asset Pricing

pp.：  226 – 312

CH$Chapter 14. The Equity Premium in Retrospect

pp.：  312 – 362

CH$Chapter 15. Anomalies and Market Efficiency

pp.：  362 – 398

CH$Chapter 16. Are Financial Assets Priced Locally or Globally?

pp.：  398 – 444

CH$Chapter 17. Microstructure and Asset Pricing

pp.：  444 – 476

CH$Chapter 18. A Survey of Behavioral Finance

pp.：  476 – 548

Finance, Optimization, and the Irreducibly Irrational Component of Human Behavior

pp.：  548 – 552

CH$Chapter 19. Derivatives

pp.：  552 – 630

CH$Chapter 20. Fixed-Income Pricing

pp.：  630 – 670

IDX$Subject Index

pp.：  670 – 695

Handbooks in Economics

pp.：  695 – 698

Forthcoming Titles

pp.：  698 – 699

The users who browse this book also browse