Handbook of financial markets : dynamics and evolution /

The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market...

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Bibliographic Details
Corporate Author: ScienceDirect (Online service)
Other Authors: Hens, Thorsten, Schenk-Hoppé, Klaus Reiner
Format: eBook
Language:English
Published: Amsterdam ; London : North Holland, [2009]
Series:Handbooks in finance.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market selection hypothesis. By explicitly assuming the heterogeneity of investors, they present models that are descriptive and normative as well, making the volume useful for both finance theorists and financial practitioners.
Item Description:Electronic resource.
Physical Description:1 online resource.
Bibliography:Includes bibliographical references and index.
ISBN:9780123742582
0123742587
ISSN:1568-4997