Handbook of the Economics of Finance (eBook, ePUB)

Asset Pricing
Redaktion: Constantinides, George M.; Stulz, Rene M.; Harris, Milton

• Format: ePub

Produktbeschreibung

The 12 articles in this second of two parts condense recent advances on investment vehicles, performance measurement and evaluation, and risk management into a coherent springboard for future research. Written by world leaders in asset pricing research, they present scholarship about the 2008 financial crisis in contexts that highlight both continuity and divergence in research. For those who seek authoritative perspectives and important details, this volume shows how the boundaries of asset pricing have expanded and at the same time have grown sharper and more inclusive.

• Offers analyses by top scholars of recent asset pricing scholarship
• Explains how the 2008 financial crises affected theoretical and empirical research
• Covers core and newly developing fields

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Produktdetails

• Verlag: Elsevier Science & Techn.
• Seitenzahl: 872
• Erscheinungstermin: 8. Februar 2013
• Englisch
• ISBN-13: 9780444594730
• Artikelnr.: 38200894

Autorenporträt

Milt Harris is a Fellow of the Econometric Society and of the American Finance Association. He is past president of the Western Finance Association and the Society for Financial Studies.

Inhaltsangabe

1. Advances in Consumption-Based Asset Pricing: Empirical Tests (S. Ludvigson) 2. Bond Pricing and the Macroeconomy (G. Duffee) 3. Investment Performance: A Review and Synthesis (W. Ferson) 4. Mutual Funds (N. Elton, M. Gruber) 5. Hedge Funds (W. Fung, D Hsieh) 6. Financial Risk Measurement for Financial Risk Management (T. Andersen, T. Bollerslev, P. Christoffersen, F. Diebold) 7. Bubbles, Financial Crises, and Systemic Risk (M. Brunnermeier, M. Oehmke) 8. Market Liquidity-Theory and Empirical Evidence (D. Vayanos, J. Wang) 9. Credit Derivatives (J. Hull, A. White) 10. Household Finance: An Emerging Field (L. Guiso, P. Sodini) 11. The Behavior of Individual Investors (B. Barber, T. Odean) 12. Risk Pricing over Alternative Investment Horizons (L. Hansen)

Rezensionen

"A scholarly compendium of contemporary research in Financial Economics which will be of great value not only for researchers in finance but also for researchers in many other of economics including money and banking, growth and development, international economics, public finance, and macro economics." --Edward C. Prescott, Nobel Laureate, Arizona State University

"This Handbook provides a timely and comprehensive account of the state-of-the-art of Financial Economics, including corporate finance and asset pricing, written by many of the leading names in their respective fields." --Harry M.Markowitz, Nobel Laureate, University of California, San Diego