Principles of financial economics /
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Cambridge New York :
Cambridge University Press,
2001
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| Subjects: |
Table of Contents:
- Foreword
- Preface
- Part One : Equilibrium and arbitrage
- Part Two: Valuation
- Part Three: Risk
- Part Four: Four optimal portfolios
- Part Five: Equilibrium prices and allocations
- Part Six: Mean-variance analysis
- Part Seven: Multidate security markets
- Part Eight: Martingale Property of security prices