Foundations for financial economics
著者
書誌事項
Foundations for financial economics
Prentice Hall, c1988
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
The purpose of the book is to provide the foundations for the study of modern financial economics. Rather than giving superficial coverage of a wide range of topics, the book concentrates on individuals' consumption and portfolio decisions under uncertainty and their implications for the valuation of securities.
Prentice Hall acquired this title from Elsevier Publishers.
目次
1. Preferences Representation and Risk Aversion.
2. Stachastic Dominance.
3. Mathematics of the Portfolio Frontier.
4. Two Fund Separation and Linear Valuation.
5. Allocative Efficiency and the Valuation of State Contingent Securities.
6. Valuation of Complex Securities and Options with Preference Restrictions.
7. Multiperiod Securities Markets I: Equilibrium Valuation.
8. Multiperiod Securities Markets II: Valuation by Arbitrage.
9. Financial Markets with Differential Information.
10. Econometric Issues in Testing the Capital Asset Pricing Model.
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