HOME | BESTSELLERS | NEW RELEASES | PRICE WATCH | FICTION | BIOGRAPHIES | E-BOOKS |
+ PRICE WATCH
* Amazon pricing is not included in price watch
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
- 0444013105
- 9780444013101
- Chi-fu Huang, Robert H. Litzenberger
- 1 February 1988
- Elsevier Science Ltd
- Hardcover (Book)
- 365
As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.
Would you like your name to appear with the review?
We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.
All form fields are required.