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 market...

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Bibliographic Details
Main Author: Hens, Thorsten
Other Authors: Schenk-Hoppé, Klaus Reiner
Format: eBook
Language:English
Published: Amsterdam North Holland ©2009, 2009
Series:Handbooks in finance
Subjects:
Online Access:
Collection: Elsevier ScienceDirect eBooks - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:online resource (xxi, 584 pages) illustrations
ISBN:0123742587
9781282034716
9780080921433
9780123742582
0080921434
1282034715