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eBook Foundations for financial economics ePub

eBook Foundations for financial economics ePub

by Chi-Fu Huang,Robert H. Litzenberger

  • ISBN: 0444013105
  • Category: Economics
  • Subcategory: Perfomance and Work
  • Author: Chi-Fu Huang,Robert H. Litzenberger
  • Language: English
  • Publisher: North-Holland; n edition (1988)
  • Pages: 365
  • ePub book: 1571 kb
  • Fb2 book: 1964 kb
  • Other: lrf rtf lrf lit
  • Rating: 4.7
  • Votes: 408

Description

FOUNDATIONS FOR FINANCIAL ECONOMICS Sloan School of Management Massachusetts Institute of Technology Robert H. Litzenberger The Wharton School University of Pennsylvania ^ PRENTICE HALL, Englewood Cliffs, New Jersey 07632 Huang, Chi-fu

FOUNDATIONS FOR FINANCIAL ECONOMICS Sloan School of Management Massachusetts Institute of Technology Robert H. Litzenberger The Wharton School University of Pennsylvania ^ PRENTICE HALL, Englewood Cliffs, New Jersey 07632 Huang, Chi-fu. F o u n d a t i o n s f o r financial e c o n o m i c s, Chi-fu H u a n g, R o b e r t H. Litzenberger. O r i g i n a l l y published New York.

Foundations for Financial Economics Hardcover – February, 1988. by Chi-Fu Huang (Author), Robert H. Litzenberger (Author). This book's contents are more of historic value than financial economics of today. Duffie is good, but it is more advanced than this so it is not directly comparable. 14 people found this helpful.

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Paul Pfleiderer, 1988 Curated articles & papers on various economics topics. Upload your paper to be listed on RePEc and IDEAS.

Paul Pfleiderer, 1988. Handle: RePEc:oup:rfinst:v:1:y:1988:i:4:p:447-449. Curated articles & papers on various economics topics.

Author:Huang, Chi-fu. Foundations for Financial Economics. Book Binding:Hardback. Additional Product Features. Robert H. Litzenberger, Chi-Fu Huang. Place of Publication. Book Condition:VERYGOOD. Each month we recycle over . million books, saving over 12,500 tonnes of books a year from going straight into landfill sites. Read full description. See details and exclusions. See all 2 pre-owned listings. Economics: Professional & General.

Huang, Chi-fu, and Robert H. Litzenberger, 1988, Foundations for Financial Economics (North-Holland). Ingersoll, Jonathan . 1987, Theory of Financial Decision Making (Rowman & Little- fi eld). Lucas, Robert . J. 1978, Asset prices in an exchange economy, Econometrica 46, 1429-1445.

Foundations for financial economics. C Huang, RH Litzenberger. Announcement effects of new equity issues and the use of intraday price data. MJ Barclay, RH Litzenberger. Journal of Financial Economics 21 (1), 71-99, 1988. Chi-Fu Huang, Robert H. 2. 4 Mb.

Chi-fu Huang (黄奇辅; born 1955) is a private investor, a retired hedge fund manager, and a former finance academic

Chi-fu Huang (黄奇辅; born 1955) is a private investor, a retired hedge fund manager, and a former finance academic. He has made contributions to the theory of financial economics, writing on dynamic general equilibrium theory, intertemporal utility theory, and the theory of individual consumption and portfolio decisions. He is a Managing Member of CMASH, LLC, a member of the Management Committee of Starling Ventures, LLC, a Board Member of DeepMacro, LLC and an owner of ConvexityWines.

oceedings{FF, title {Foundations for Financial Economics ~North-Holland}, author {Chi-Fu Huang and Robert H. Litzenberger}, year {1988} }.

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. © 1988

Comments

Ricep Ricep
almost totaly new book, very good. ecept that it takes about 50 days to receive the book.
BlackHaze BlackHaze
I totally agree with the previous reviewer, the book is not organized well, notations are horrible and contents are of second-level importance. We're in 2000 and it is still in use in our school, 60's technology static models. Naive portfolio mathematics and stupid martingale treatment. Today, the emphasis should be on dynamic models and martingales. This book's contents are more of historic value than financial economics of today. Duffie is good, but it is more advanced than this so it is not directly comparable. Waiting for a good, modern, intermediate level treatment of financial economics...