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Financial Markets Theory : Equilibrium, Efficiency and Information /

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<STRONG>Financial Markets Theory</STRONG> presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral...

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Bibliographic Details
Main Author: Barucci, Emilio
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: London : Springer London : Imprint : Springer, 2003.
Series:Springer finance.
Subjects:
Mathematics.
Finance.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Prerequisites
  • Choices under Risk
  • Stochastic Dominance, Mutual Funds Separation and Portfolio Frontier
  • General Equilibrium Theory and Risk Exchange
  • Risk Premium: Capital Asset Pricing Model and Asset Pricing Theory
  • Multiperiod Market Models
  • Information and Financial Markets
  • Uncertainty, Rationality, Heterogeneity
  • Financial Markets Microstructure
  • Corporate Finance
  • Intermediation and Regulation
  • References
  • Index.