《Handbook of the Economics of Finance》是North Holland出版的圖書，作者是G.M. Constantinides，M. Harris，R.M. Stulz
基本介紹
- ISBN：9780444513632
- 作者：G.M. Constantinides、M. Harris、R.M. Stulz
- 出版社：North Holland
- 出版時間：2003年11月18日
- 頁數：694
- 定價：USD 155.00
- 裝幀：HRD
- 叢書：Handbook of the Economics of Finance
內容簡介
Arbitrage, State Prices and Portfolio Theory (P.H. Dybvig, S. Ross). Intertemporal Asset Pricing Theory (D. Duffie). Tests of Multi-Factor Pricing Models, Volatility, and Portfolio Performance (W.E. Ferson). Consumption-Based Asset Pricing (J.Y. Campbell). The Equity Premium in Retrospect (R. Mehra, E.C. Prescott). Anomalies and Market Efficiency (G.W. Schwert). Are financial a...(展開全部) Arbitrage, State Prices and Portfolio Theory (P.H. Dybvig, S. Ross). Intertemporal Asset Pricing Theory (D. Duffie). Tests of Multi-Factor Pricing Models, Volatility, and Portfolio Performance (W.E. Ferson). Consumption-Based Asset Pricing (J.Y. Campbell). The Equity Premium in Retrospect (R. Mehra, E.C. Prescott). Anomalies and Market Efficiency (G.W. Schwert). Are financial assets priced locally or globally? (G.A. Karolyi, R. Stulz). Microstructure and Asset Pricing (D. Easley, M. O'Hara). A Survey of Behavioral Finance (N.C. Barberis, R.H. Thaler). Finance, Optimization, and the Irreducibly Irrational Component of Human Behavior (R.J. Shiller). Derivatives (R.E Whaley). Fixed Income Pricing (Q. Dai, K.Singleton).
