Empirical research in capital markets

著者

• Schwert, G. William (George William)
• Smith, Clifford W.

書誌事項

Empirical research in capital markets

edited by G. William Schwert, Clifford W. Smith, Jr

（McGraw-Hill series in advanced topics in finance and accounting）

McGraw-Hill, c1992

注記

Includes bibliographical references (p. 787-789)

内容説明・目次

内容説明

This anthology is a collection of research articles on key issues of financial theory. It concentrates on two primary areas of theoretical concern - efficient markets and portfolio theory. There is also coverage of areas of current interest, such as derivative securities.

目次

• The statistical properties of securities returns
• efficient capital markets
• portfolio theory and asset pricing
• time-varying expected returns
• taxes
• portfolio evaluation and management
• the pricing of options and other derived assets.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA1430098X
• ISBN:
  • 007056079X
• LCCN: 91035199
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York ; Tokyo
• ページ数/冊数: xii, 789 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG4523
  • DC20 : 332/.0414
• 件名:
  • LCSH : Capital market
• 親書誌ID:
  • BA14087102