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Foundations for Financial Economics
Chi-fu HuangRobert H. Litzenberger
出版Prentice Hall, 1988
主題Business & Economics / Finance / GeneralBusiness & Economics / Investments & Securities / Analysis & Trading StrategiesBusiness & Economics / Money & Monetary PolicyBusiness & Economics / Economics / General
ISBN01350065389780135006535
URLhttp://books.google.com.hk/books?id=poOxAAAAIAAJ&hl=&source=gbs_api
註釋Based on formal derivations of financial theory, this volume provides a rigorous exploration of individual's consumption and portfolio decisions under uncertainty. Features in-depth coverage of such topics as: concepts of risk aversion and stochastic dominance; mathematical properties of a portfolio frontier; distributional conditions for mutual fund separation; capital asset pricing models and arbitrage pricing models; general pricing rules for securities that pay off in more than one state of nature; the pricing of options; rational expectation models of risky asset prices; signaling models; how multiperiod dynamic economies can be modeled; a multiperiod economy with emphasis on valuation by arbitrage; econometric issues associated with testing capital asset pricing models.