Handbook of financial markets : dynamics and evolution

"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 m...

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Bibliographic Details
Main Authors: Hens, Thorsten (Author), Schenk-Hoppe, Klaus Reiner (Author)
Format: Book
Language:English
Published: Amsterdam ; London : North Holland , c2009
Series:Handbooks in finance
Subjects:

MARC

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020 |a 0123742587 (hbk.) 
020 |a 9780123742582 (hbk.) 
050 0 0 |a HG4636   |b .H26 2009 
090 0 0 |a HG4636   |b .H26 2009 
245 0 0 |a Handbook of financial markets :   |b dynamics and evolution   |c edited by Thorsten Hens and Klaus Schen-Hoppe 
246 1 0 |a Financial markets : dynamics and evolution 
260 |a Amsterdam ;   |a London :   |b North Holland ,   |c c2009 
300 |a xxi, 584 p. :   |b ill. ;   |c 24 cm. 
440 0 |a Handbooks in finance 
504 |a Includes bibliographical references and index 
505 0 |a 1. Thought and behavior contagion in capital markets -- 2. How markets slowly digest changes in supply and demand -- 3. Stochastic behavioral asset-pricing models and the stylized facts -- 4. Complex evolutionary systems in behavioral finance -- 5. Heterogeneity, market mechanisms and asset price dynamics -- 6. Perfect forecasting, behavioral heterogeneities and asset prices -- 7. market selection and asset pricing -- 8. Rational diverse beliefs and market volatility -- 9. Evolutionary finance 
520 |a "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."--Jacket 
650 0 |a Capital assets pricing model 
700 1 |a Hens, Thorsten ,   |e author 
700 1 |a Schenk-Hoppe, Klaus Reiner ,   |e author 
999 |a 1000134265   |b Book   |c OPEN SHELF (30 DAYS)   |e Gong Badak Campus