Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Capital assets pricing model. --- Capital assets pricing model --- 332.6 --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Finance --- Investments --- Mathematical models --- Finances

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Capital assets pricing model --- Securities --- Capital assets pricing model. --- Securities. --- Blue sky laws --- Capitalization (Finance) --- Investment securities --- Portfolio --- Scrip --- Securities law --- Underwriting --- Investments --- Investment banking --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Finance --- Law and legislation --- Mathematical models --- Capital structure --- Prices

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic Online resources are available at www.cambridge.org/altug_labadie

Pricing --- International finance --- Capital assets pricing model --- AA / International- internationaal --- 305.91 --- 339.40 --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Vermogenbeheer. financiële analyse (algemeenheden). --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Finance --- Investments --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Vermogenbeheer. financiële analyse (algemeenheden) --- Mathematical models --- Capital assets pricing model. --- Finance. --- Funding --- Funds --- Economics --- Currency question --- Business, Economy and Management

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Capital assets pricing model. --- Portfolio management. --- Uncertainty. --- 336.767 --- Capital assets pricing model --- Portfolio management --- Uncertainty --- Reasoning --- Investment management --- Investment analysis --- Investments --- Securities --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Finance --- Investering. Belegging. Portfolio. Portfoliotheorie. --(toepassing voor kapitaalkosten in de onderneming zie {658.15}) --- Mathematical models --- 336.767 Investering. Belegging. Portfolio. Portfoliotheorie. --(toepassing voor kapitaalkosten in de onderneming zie {658.15})

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Asset pricing theory abounds with elegant mathematical models. The logic is so compelling that the models are widely used in policy, from banking, investments, and corporate finance to government. To what extent, however, can these models predict what actually happens in financial markets? In The Paradox of Asset Pricing, a leading financial researcher argues forcefully that the empirical record is weak at best. Peter Bossaerts undertakes the most thorough, technically sound investigation in many years into the scientific character of the pricing of financial assets. He probes this conundrum by modeling a decidedly volatile phenomenon that, he says, the world of finance has forgotten in its enthusiasm for the efficient markets hypothesis--speculation. Bossaerts writes that the existing empirical evidence may be tainted by the assumptions needed to make sense of historical field data or by reanalysis of the same data. To address the first problem, he demonstrates that one central assumption--that markets are efficient processors of information, that risk is a knowable quantity, and so on--can be relaxed substantially while retaining core elements of the existing methodology. The new approach brings novel insights to old data. As for the second problem, he proposes that asset pricing theory be studied through experiments in which subjects trade purposely designed assets for real money. This book will be welcomed by finance scholars and all those math--and statistics-minded readers interested in knowing whether there is science beyond the mathematics of finance. This book provided the foundation for subsequent journal articles that won two prestigious awards: the 2003 Journal of Financial Markets Best Paper Award and the 2004 Goldman Sachs Asset Management Best Research Paper for the Review of Finance.

Market theory, Efficient --- Capital assets pricing model --- Efficient market theory --- Securities --- E-books --- 332.6 --- 305.91 --- AA / International- internationaal --- Blue sky laws --- Capitalization (Finance) --- Investment securities --- Portfolio --- Scrip --- Securities law --- Underwriting --- Investments --- Investment banking --- Capital market --- Stock exchanges --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Finance --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Law and legislation --- Mathematical models --- Capital assets pricing model. --- Efficient market theory. --- Securities.