Title
Foundations For Financial Economics,Used
Delivery time: 8-12 business days (International)
Based On Formal Derivations Of Financial Theory, This Volume Provides A Rigorous Exploration Of Individual'S Consumption And Portfolio Decisions Under Uncertainty. Features Indepth 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. ? 1988
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