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Foundations for Financial Economics Book
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. © 1988Read More
from£N/A | RRP: * Excludes Voucher Code Discount Also available Used from £N/A
- 0135006538
- 9780135006535
- Chi-fu Huang
- 1 February 1988
- Prentice Hall
- Paperback (Book)
- 364
- 1
- Facsimile
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