Handbook of Financial Markets: Dynamics and Evolution

Name: Handbook of Financial Markets: Dynamics and Evolution
Author: Thorsten Hens

Gebonden Engels 2009 9780123742582

Verwachte levertijd ongeveer 9 werkdagen

172,60

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Samenvatting

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.

Specificaties

ISBN13:9780123742582

Taal:Engels

Bindwijze:Gebonden

Uitgever:Elsevier Science

Hoofdrubriek:Financieel management, Economie

Serie:Handbooks in Finance

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Inhoudsopgave

"Introduction"--Thorsten Hens and Klaus Reiner Schenk-Hoppé 1. "Thought and Behavioral Contagion in Capital Markets"--David Hirshleifer and Siew Hong Teoh 2. "How markets digest supply and demand and slowly incorporate information into prices"--Jean-Philippe Bouchaud, J. Doyne Farmer, and Fabrizio Lillo 3. "Stochastic Behavioral Asset Pricing Models and the Stylized Facts"--Thomas Lux 4. "Complex Evolutionary Systems in Behavioral Finance"--Cars Hommes and Florian Wagener 5. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics"--Carl Chiarella, Xue-Zhong He and Roberto Dieci 6. "Perfect Forecasting and Behavioral Heterogeneities"--Jan Wenzelburger 7. "Market Selection and Asset Pricing"--Lawrence Blume and David Easley 8. "Rational Diverse Beliefs and Market Volatility"--Mordecai Kurz 9. "Evolutionary Finance"--Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé