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ISBN: 3319987143 3319987135 Year: 2018 Publisher: Cham : Springer International Publishing : Imprint: Springer,
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Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
Assets (Accounting) --- Capital assets pricing model. --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Finance --- Investments --- Asset requirements --- Mathematical models --- Macroeconomics. --- Behavioral economics. --- Econometrics. --- Finance. --- Financial crises. --- Macroeconomics/Monetary Economics//Financial Economics. --- Behavioral Finance. --- Quantitative Finance. --- Financial Crises. --- Crashes, Financial --- Crises, Financial --- Financial crashes --- Financial panics --- Panics (Finance) --- Stock exchange crashes --- Stock market panics --- Crises --- Funding --- Funds --- Economics --- Currency question --- Economics, Mathematical --- Statistics --- Behavioral economics --- Behavioural economics --- Economics, Mathematical . --- Mathematical economics --- Econometrics --- Mathematics --- Methodology
Book
ISBN: 9780691160801 0691160805 Year: 2018 Publisher: Princeton (Ill.): Princeton university press,
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In Financial Decisions and Markets, John Campbell, one of the field's most respected authorities, provides a broad graduate-level overview of asset pricing. He introduces students to leading theories of portfolio choice, their implications for asset prices, and empirical patterns of risk and return in financial markets. Campbell emphasizes the interplay of theory and evidence, as theorists respond to empirical puzzles by developing models with new testable implications. The book shows how models make predictions not only about asset prices but also about investors' financial positions, and how they often draw on insights from behavioral economics. After a careful introduction to single-period models, Campbell develops multiperiod models with time-varying discount rates, reviews the leading approaches to consumption-based asset pricing, and integrates the study of equities and fixed-income securities. He discusses models with heterogeneous agents who use financial markets to share their risks, but also may speculate against one another on the basis of different beliefs or private information. Campbell takes a broad view of the field, linking asset pricing to related areas, including financial econometrics, household finance, and macroeconomics. The textbook works in discrete time throughout, and does not require stochastic calculus. Problems are provided at the end of each chapter to challenge students to develop their understanding of the main issues in financial economics.
Money market. Capital market --- Securities --- Capital assets pricing model --- Investments --- Prices --- Mathematical models --- Decision-making --- Capital assets pricing model. --- Valeurs mobilières --- Modèle de fixation du prix des actifs. --- Investissements --- Mathematical models. --- Decision making. --- Prix --- Modèles mathématiques. --- Prise de décision. --- Securities - Prices - Mathematical models --- Investments - Decision-making --- Valeurs mobilières --- Modèle de fixation du prix des actifs. --- Modèles mathématiques. --- Prise de décision.
Book
ISBN: 3319690086 3319690078 Year: 2018 Publisher: Cham : Springer International Publishing : Imprint: Palgrave Pivot,
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This book provides a comprehensive analysis of asset price movement. It examines different aspects of stock return predictability, the interaction between stock return and dividend growth predictability, the relationship between stocks and bonds, and the resulting implications for asset price movement. By contributing to our understanding of the factors that cause price movement, this book will be of benefit to researchers, practitioners and policy makers alike. .
Finance. --- Finance, Public. --- Capital market. --- Financial engineering. --- Statistics. --- Public Finance. --- Financial Engineering. --- Capital Markets. --- Behavioral Finance. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Capital assets pricing model. --- Pricing --- Econometric models. --- Price policy --- Price policy, Industrial --- Retail pricing --- Marketing --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Finance --- Investments --- Mathematical models --- Behavioral economics. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Behavioral economics --- Behavioural economics --- Capital markets --- Market, Capital --- Financial institutions --- Loans --- Money market --- Securities --- Crowding out (Economics) --- Efficient market theory --- Computational finance --- Engineering, Financial --- Cameralistics --- Public finance --- Currency question --- Public finances --- Statistics .
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