Financial markets theory: equilibrium, efficiency and information
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London u.a.
Springer
2003
|
| Schriftenreihe: | Springer finance
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII, 467 S. graph. Darst. |
| ISBN: | 185233469X |
Internformat
MARC
| LEADER | 00000nam a22000008c 4500 | ||
|---|---|---|---|
| 001 | BV014894417 | ||
| 003 | DE-604 | ||
| 005 | 20200611 | ||
| 007 | t | ||
| 008 | 021119s2003 gw d||| |||| 00||| eng d | ||
| 016 | 7 | |a 965571572 |2 DE-101 | |
| 020 | |a 185233469X |9 1-85233-469-X | ||
| 035 | |a (OCoLC)51242061 | ||
| 035 | |a (DE-599)BVBBV014894417 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c DE | ||
| 049 | |a DE-473 |a DE-N2 |a DE-703 |a DE-1102 |a DE-12 |a DE-739 |a DE-91G |a DE-19 |a DE-355 |a DE-706 |a DE-521 |a DE-11 |a DE-188 |a DE-20 |a DE-M382 | ||
| 050 | 0 | |a HG4523.B373 2003 | |
| 082 | 0 | |a 332/.041/0151 21 | |
| 082 | 0 | |a 332/.01/5118 |2 21 | |
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 084 | |a 17 |2 sdnb | ||
| 084 | |a MAT 902f |2 stub | ||
| 084 | |a WIR 160f |2 stub | ||
| 100 | 1 | |a Barucci, Emilio |d 1968- |e Verfasser |0 (DE-588)170602761 |4 aut | |
| 245 | 1 | 0 | |a Financial markets theory |b equilibrium, efficiency and information |c Emilio Barucci |
| 264 | 1 | |a London u.a. |b Springer |c 2003 | |
| 300 | |a XII, 467 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Springer finance | |
| 650 | 7 | |a Finanças (modelos matemáticos) |2 larpcal | |
| 650 | 7 | |a Matemática aplicada |2 larpcal | |
| 650 | 7 | |a Mercado de capitais |2 larpcal | |
| 650 | 7 | |a Portfolio-theorie |2 gtt | |
| 650 | 7 | |a Wiskundige modellen |2 gtt | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Capital market -- Mathematical models | |
| 650 | 4 | |a Equilibrium (Economics) -- Mathematical models | |
| 650 | 0 | 7 | |a Kapitalmarkttheorie |0 (DE-588)4137411-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Kreditmarkt |0 (DE-588)4073788-3 |D s |
| 689 | 0 | 1 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Kapitalmarkttheorie |0 (DE-588)4137411-3 |D s |
| 689 | 1 | |5 DE-604 | |
| 787 | 0 | 8 | |i Überarbeitet als |b Second edition |d London : Springer, 2017 |z 978-1-4471-7321-2 |w (DE-604)BV044468119 |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010070230&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-010070230 | ||
Datensatz im Suchindex
| _version_ | 1804129650590351360 |
|---|---|
| adam_text | Contents
1 Prerequisites 1
1.1 Choices under Certainty 1
1.2 General Equilibrium Theory 4
1.3 Paxeto Optimality 8
2 Choices under Risk 13
2.1 Expected Utility Theory 16
2.2 Risk Aversion 19
2.3 Portfolio Problem 25
2.4 Insurance Demand and Prudence 34
2.5 Notes, References and Exercises 39
3 Stochastic Dominance, Mutual Funds Separation and
Portfolio Frontier 43
3.1 Stochastic Dominance 44
3.2 Mean Variance Analysis 48
3.3 Portfolio Frontier (risky assets) 50
3.4 Portfolio Frontier (risky assets and a risk free asset) 58
3.5 Mutual Funds Separation 65
3.6 Notes, References and Exercises 69
4 General Equilibrium Theory and Risk Exchange 71
4.1 Risk Sharing and Paxeto Optimality 74
4.2 Asset Markets 80
4.3 Intertemporal Consumption 88
4.4 The Fundamental Asset Pricing Theorem I 96
4.5 Notes, References and Exercises 106
5 Risk Premium: Capital Asset Pricing Model and Asset
Pricing Theory Ill
5.1 Capital Asset Pricing Model (CAPM) 112
5.2 Empirical Tests of the CAPM 120
5.3 Arbitrage Pricing Theory (APT) 130
5.4 Empirical Tests of the APT 137
5.5 Notes, References and Exercises 140
6 Multiperiod Market Models 143
6.1 Portfolio Choice, Consumption and Equilibrium 146
6.2 The Fundamental Asset Pricing Theorem II 160
6.3 Risk Premium and Factor Models 169
6.4 The No Arbitrage Fundamental Equation and Bubbles 174
6.5 Empirical Tests: Price Dividend Process 179
6.6 Empirical Tests: CCAPM, ICAPM and Risk Premium 206
xii Contents
6.7 Notes, References and Exercises 213
7 Information and Financial Markets 217
7.1 The Role of Information in Financial Markets 222
7.2 On the Possibility of Efficient Markets 228
7.3 On the Impossibility of Efficient Markets 235
7.4 Multiperiod Models 243
7.5 Empirical Analysis 247
7.6 Notes, References and Exercises 250
8 Uncertainty, Rationality and Heterogeneity 253
8.1 Uncertainty, Risk and Probability 254
8.2 On Expected Utility Theory 259
8.3 Heterogeneous Agents and Substantial Rationality 273
8.4 Bounded Rationality, Incomplete Information and Learning .. 287
8.5 Imperfect and Incomplete Markets 295
9 Financial Markets Microstructure 309
9.1 The Role of Information under non Perfect Competition 310
9.2 Order Driven Markets 314
9.3 Quote Driven Markets 320
9.4 Multiperiod Market Models 324
10 Corporate Finance 331
10.1 Modigliani Miller Theorem 334
10.2 Asymmetric Information 336
10.3 Agency Models 343
11 Intermediation and Regulation 357
11.1 Institutional Investors, Intermediation and Financial Markets 357
11.2 Market Design 371
11.3 Market Abuse: Insider Trading and Market Manipulation 383
References 391
Index 461
|
| any_adam_object | 1 |
| author | Barucci, Emilio 1968- |
| author_GND | (DE-588)170602761 |
| author_facet | Barucci, Emilio 1968- |
| author_role | aut |
| author_sort | Barucci, Emilio 1968- |
| author_variant | e b eb |
| building | Verbundindex |
| bvnumber | BV014894417 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4523 |
| callnumber-raw | HG4523.B373 2003 |
| callnumber-search | HG4523.B373 2003 |
| callnumber-sort | HG 44523 B373 42003 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 600 SK 980 |
| classification_tum | MAT 902f WIR 160f |
| ctrlnum | (OCoLC)51242061 (DE-599)BVBBV014894417 |
| dewey-full | 332/.041/015121 332/.01/5118 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332/.041/0151 21 332/.01/5118 |
| dewey-search | 332/.041/0151 21 332/.01/5118 |
| dewey-sort | 3332 241 3151 221 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02397nam a22006018c 4500</leader><controlfield tag="001">BV014894417</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20200611 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">021119s2003 gw d||| |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">965571572</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">185233469X</subfield><subfield code="9">1-85233-469-X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)51242061</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV014894417</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-M382</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4523.B373 2003</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332/.041/0151 21</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332/.01/5118</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">17</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 902f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 160f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Barucci, Emilio</subfield><subfield code="d">1968-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)170602761</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial markets theory</subfield><subfield code="b">equilibrium, efficiency and information</subfield><subfield code="c">Emilio Barucci</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London u.a.</subfield><subfield code="b">Springer</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XII, 467 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Springer finance</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finanças (modelos matemáticos)</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Matemática aplicada</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Mercado de capitais</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Portfolio-theorie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Wiskundige modellen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market -- Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Equilibrium (Economics) -- Mathematical models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalmarkttheorie</subfield><subfield code="0">(DE-588)4137411-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Kapitalmarkttheorie</subfield><subfield code="0">(DE-588)4137411-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="787" ind1="0" ind2="8"><subfield code="i">Überarbeitet als</subfield><subfield code="b">Second edition</subfield><subfield code="d">London : Springer, 2017</subfield><subfield code="z">978-1-4471-7321-2</subfield><subfield code="w">(DE-604)BV044468119</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010070230&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-010070230</subfield></datafield></record></collection> |
| id | DE-604.BV014894417 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:08:31Z |
| institution | BVB |
| isbn | 185233469X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010070230 |
| oclc_num | 51242061 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-N2 DE-703 DE-1102 DE-12 DE-739 DE-91G DE-BY-TUM DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-706 DE-521 DE-11 DE-188 DE-20 DE-M382 |
| owner_facet | DE-473 DE-BY-UBG DE-N2 DE-703 DE-1102 DE-12 DE-739 DE-91G DE-BY-TUM DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-706 DE-521 DE-11 DE-188 DE-20 DE-M382 |
| physical | XII, 467 S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer finance |
| spelling | Barucci, Emilio 1968- Verfasser (DE-588)170602761 aut Financial markets theory equilibrium, efficiency and information Emilio Barucci London u.a. Springer 2003 XII, 467 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer finance Finanças (modelos matemáticos) larpcal Matemática aplicada larpcal Mercado de capitais larpcal Portfolio-theorie gtt Wiskundige modellen gtt Mathematisches Modell Capital market -- Mathematical models Equilibrium (Economics) -- Mathematical models Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Kapitalmarkttheorie (DE-588)4137411-3 s Überarbeitet als Second edition London : Springer, 2017 978-1-4471-7321-2 (DE-604)BV044468119 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010070230&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Barucci, Emilio 1968- Financial markets theory equilibrium, efficiency and information Finanças (modelos matemáticos) larpcal Matemática aplicada larpcal Mercado de capitais larpcal Portfolio-theorie gtt Wiskundige modellen gtt Mathematisches Modell Capital market -- Mathematical models Equilibrium (Economics) -- Mathematical models Kapitalmarkttheorie (DE-588)4137411-3 gnd Kreditmarkt (DE-588)4073788-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4137411-3 (DE-588)4073788-3 (DE-588)4114528-8 |
| title | Financial markets theory equilibrium, efficiency and information |
| title_auth | Financial markets theory equilibrium, efficiency and information |
| title_exact_search | Financial markets theory equilibrium, efficiency and information |
| title_full | Financial markets theory equilibrium, efficiency and information Emilio Barucci |
| title_fullStr | Financial markets theory equilibrium, efficiency and information Emilio Barucci |
| title_full_unstemmed | Financial markets theory equilibrium, efficiency and information Emilio Barucci |
| title_short | Financial markets theory |
| title_sort | financial markets theory equilibrium efficiency and information |
| title_sub | equilibrium, efficiency and information |
| topic | Finanças (modelos matemáticos) larpcal Matemática aplicada larpcal Mercado de capitais larpcal Portfolio-theorie gtt Wiskundige modellen gtt Mathematisches Modell Capital market -- Mathematical models Equilibrium (Economics) -- Mathematical models Kapitalmarkttheorie (DE-588)4137411-3 gnd Kreditmarkt (DE-588)4073788-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Finanças (modelos matemáticos) Matemática aplicada Mercado de capitais Portfolio-theorie Wiskundige modellen Mathematisches Modell Capital market -- Mathematical models Equilibrium (Economics) -- Mathematical models Kapitalmarkttheorie Kreditmarkt |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010070230&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT barucciemilio financialmarketstheoryequilibriumefficiencyandinformation |