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Foundations for Financial Economics cover
  • ISBN: 9780135006535
  • ISBN10: 0135006538

Foundations for Financial Economics

by Chi-Fu Huang

  • List Price: $124.80
  • Binding: Hardcover
  • Edition: 1
  • Publisher: Prentice Hall
  • Publish date: 02/01/1988
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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. For readers interested in a rigorous overview of financial economicsn individual consumption point of view. (c) 1988
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Kings Ridge Media

Location: Appleton, WI
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