Foundations for financial economics
Author: Huang, Chi-fu ; Litzenberger, Robert H.Publisher: Prentice Hall, 1988.Language: EnglishDescription: 365 p. : Ill. ; 23 cm.ISBN: 0135006538Type of document: BookBibliography/Index: Includes bibliographical references and index
| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
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Asia Campus Textbook Collection (PhD) |
HG4515 .H83 1988
(Browse shelf) 900178273 |
Consultation only | 900178273 | |||
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Asia Campus Textbook Collection (PhD) |
HG4515 .H83 1988
(Browse shelf) 900203435 |
Available | 900203435 |
Includes bibliographical references and index
Digitized
TABLE OF CONTENTS Foundations for Financial Economics Foundations for Financial Economics Preface 1 . 2. 3. 4. Preferences Representation and Risk Aversion Stochastic Dominance Mathematics of the Portfolio Frontier Two Fund Separation and Linear Valuation Allocative Efficiency and the Valuation of State Contingent Securities Valuation of Complex Securities and Options with Preference Restrict ions Multiperiod Securities Markets I: Equilibrium Valuation vii 6. 6. 7. 8. 9. 10. Multiperiod Securities Markets 1 : 1 Valuation by Arbitrage Financial Markets with Differential Information Econometric Issues in Testing the Capital Asset Pricing Model Index
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