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Author : David Henry Bowman
Publisher :
ISBN 13 :
Total Pages : 230 pages
Book Rating : 4.:/5 (33 download)
Download or read book Three Essays in Macroeconomics and Finance written by David Henry Bowman and published by . This book was released on 1993 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John H. Cochrane
Publisher : Princeton University Press
ISBN 13 : 1400829135
Total Pages : 552 pages
Book Rating : 4.4/5 (8 download)
Download or read book Asset Pricing written by John H. Cochrane and published by Princeton University Press. This book was released on 2009-04-11 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea—price equals expected discounted payoff—that captures the macro-economic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model—consumption based, CAPM, multifactor, term structure, and option pricing—is derived as a different specification of the discounted factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas. Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics.
Author : Martin Shubik
Publisher : MIT Press
ISBN 13 : 9780262693110
Total Pages : 472 pages
Book Rating : 4.6/5 (931 download)
Download or read book The Theory of Money and Financial Institutions written by Martin Shubik and published by MIT Press. This book was released on 1999 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This first volume in a three-volume exposition of Shubik's vision of "mathematical institutional economics" explores a one-period approach to economic exchange with money, debt, and bankruptcy. This is the first volume in a three-volume exposition of Martin Shubik's vision of "mathematical institutional economics"--a term he coined in 1959 to describe the theoretical underpinnings needed for the construction of an economic dynamics. The goal is to develop a process-oriented theory of money and financial institutions that reconciles micro- and macroeconomics, using as a prime tool the theory of games in strategic and extensive form. The approach involves a search for minimal financial institutions that appear as a logical, technological, and institutional necessity, as part of the "rules of the game." Money and financial institutions are assumed to be the basic elements of the network that transmits the sociopolitical imperatives to the economy. Volume 1 deals with a one-period approach to economic exchange with money, debt, and bankruptcy. Volume 2 explores the new economic features that arise when we consider multi-period finite and infinite horizon economies. Volume 3 will consider the specific role of financial institutions and government, and formulate the economic financial control problem linking micro- and macroeconomics.
Author : Gang Li
Publisher :
ISBN 13 :
Total Pages : 218 pages
Book Rating : 4.:/5 (34 download)
Download or read book Three Essays on Information and Asset Prices written by Gang Li and published by . This book was released on 2003 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chung-Eun Lee
Publisher :
ISBN 13 :
Total Pages : 154 pages
Book Rating : 4.:/5 (89 download)
Download or read book Three Essays on Empirical Macroeconomics written by Chung-Eun Lee and published by . This book was released on 1995 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rudiger Dornbusch
Publisher :
ISBN 13 :
Total Pages : 402 pages
Book Rating : 4.:/5 (96 download)
Download or read book Macroeconomics and Finance written by Rudiger Dornbusch and published by . This book was released on 1987 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Shibeshi Ghebre Kahsay
Publisher :
ISBN 13 :
Total Pages : 298 pages
Book Rating : 4.:/5 (318 download)
Download or read book Three Essays on the Macroeconomic Effects of International Capital Flows written by Shibeshi Ghebre Kahsay and published by . This book was released on 2004 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ryan Douglas Edwards
Publisher :
ISBN 13 :
Total Pages : 352 pages
Book Rating : 4.:/5 (34 download)
Download or read book Three Essays on Heterogeneity in Macroeconomics written by Ryan Douglas Edwards and published by . This book was released on 2002 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tae-Jin Kang
Publisher :
ISBN 13 :
Total Pages : 174 pages
Book Rating : 4.:/5 (89 download)
Download or read book Three Essays on Asset Pricing Model with Heterogenous Agents written by Tae-Jin Kang and published by . This book was released on 1991 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Enrique Martinez-Garcia
Publisher :
ISBN 13 :
Total Pages : 198 pages
Book Rating : 4.:/5 (89 download)
Download or read book Three Essays in International Macroeconomics and Finance written by Enrique Martinez-Garcia and published by . This book was released on 2007 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ehud Peleg
Publisher : ProQuest
ISBN 13 :
Total Pages : 356 pages
Book Rating : 4.:/5 ( download)
Download or read book Three Essays on Asset Pricing, Portfolio Choice and Behavioral Finance written by Ehud Peleg and published by ProQuest. This book was released on 2008 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christopher C. Douglas
Publisher :
ISBN 13 :
Total Pages : 390 pages
Book Rating : 4.3/5 (129 download)
Download or read book Three Essays on Empirical Macroeconomics written by Christopher C. Douglas and published by . This book was released on 2007 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Shingo Goto
Publisher :
ISBN 13 :
Total Pages : 506 pages
Book Rating : 4.:/5 ( download)
Download or read book Three Essays on Financial Markets and the Macroeconomy written by Shingo Goto and published by . This book was released on 2001 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sang Keun Oh
Publisher :
ISBN 13 :
Total Pages : 408 pages
Book Rating : 4.:/5 (89 download)
Download or read book Three Essays on the Macroeconomic Implications of Noise Trader Risk in Financial Markets written by Sang Keun Oh and published by . This book was released on 1991 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hiroyuki Ito
Publisher :
ISBN 13 :
Total Pages : 464 pages
Book Rating : 4.:/5 (73 download)
Download or read book Three Essays on International Finance and Macroeconomics written by Hiroyuki Ito and published by . This book was released on 2004 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Min Hwang
Publisher :
ISBN 13 :
Total Pages : 322 pages
Book Rating : 4.:/5 (34 download)
Download or read book Three Essays on Financial Markets written by Min Hwang and published by . This book was released on 2001 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 756 pages
Book Rating : 4.F/5 ( download)
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2007 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt:
