Commentaire :

ISBN 13 : 978-1316630334

Sommaire :
1. Introduction and background
2. Econometric background
3. Return predictability and the efficient markets hypothesis
4. Robust tests and tests of nonlinear predictability of returns
5. Empirical market microstructure
6. Event study analysis
7. Portfolio choice and testing the capital asset pricing model
8. Multifactor pricing models
9. Present value relations
10. Intertemporal equilibrium pricing
11. Volatility
12. Continuous time processes
13. Yield curve
14. Risk management and tail estimation
15. Exercises and complements
16. Appendix.

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque