Financial economics: a concise introduction to classical and behavioral finance
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2010
|
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | XI, 374 S. graph. Darst. |
| ISBN: | 9783540361466 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text |
CONTENTS PART I FOUNDATIONS 1 INTRODUCTION 3 1.1 AN INTRODUCTION TO THIS
BOOK 3 1.2 AN INTRODUCTION TO FINANCIAL ECONOMICS 5 1.2.1 TRADE AND
VALUATION IN FINANCIAL MARKETS 5 1.2.2 NO ARBITRAGE AND NO EXCESS
RETURNS 7 1.2.3 MARKET EFFICIENCY 8 1.2.4 EQUILIBRIUM 9 1.2.5
AGGREGATION AND COMPARATIVE STATICS 10 1.2.6 TIME SCALE OF INVESTMENT
DECISIONS 10 1.2.7 BEHAVIORAL FINANCE 11 1.3 AN INTRODUCTION TO THE
RESEARCH METHODS 12 2 DECISION THEORY 15 2.1 FUNDAMENTAL CONCEPTS 16 2.2
EXPECTED UTILITY THEORY 20 2.2.1 ORIGINS OF EXPECTED UTILITY THEORY 20
2.2.2 AXIOMATIC DEFINITION 28 2.2.3 WHICH UTILITY FUNCTIONS ARE
"SUITABLE"? 36 2.2.4 MEASURING THE UTILITY FUNCTION 43 2.3 MEAN-VARIANCE
THEORY 47 2.3.1 DEFINITION AND FUNDAMENTAL PROPERTIES 47 2.3.2 SUCCESS
AND LIMITATION 48 2.4 PROSPECT THEORY 52 2.4.1 ORIGINS OF BEHAVIORAL
DECISION THEORY 53 2.4.2 ORIGINAL PROSPECT THEORY 56 2.4.3 CUMULATIVE
PROSPECT THEORY 60 2.4.4 CHOICE OF VALUE AND WEIGHTING FUNCTION 67 2.4.5
CONTINUITY IN DECISION THEORIES* 71 2.4.6 OTHER EXTENSIONS OF PROSPECT
THEORY* 73 BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1000032159
DIGITALISIERT DURCH VIII CONTENTS 2.5 CONNECTING EUT, MEAN-VARIANCE
THEORY AND PT 75 2.6 AMBIGUITY AND UNCERTAINTY* 80 2.7 TIME DISCOUNTING
82 2.8 SUMMARY 85 2.9 TESTS AND EXERCISES 86 2.9.1 TESTS 86 2.9.2
EXERCISES 89 PART II FINANCIAL MARKETS 3 TWO-PERIOD MODEL: MEAN-VARIANCE
APPROACH 95 3.1 GEOMETRIC INTUITION FOR THE CAPM 96 3.1.1
DIVERSIFICATION 97 3.1.2 EFFICIENT FRONTIER 99 3.1.3 OPTIMAL PORTFOLIO
OF RISKY ASSETS WITH A RISKLESS SECURITY 99 3.1.4 MATHEMATICAL ANALYSIS
OF THE MINIMUM-VARIANCE OPPORTUNITY SET* 100 3.1.5 TWO-FUND SEPARATION
THEOREM 105 3.1.6 COMPUTING THE TANGENT PORTFOLIO 106 3.2 MARKET
EQUILIBRIUM 107 3.2.1 CAPITAL ASSET PRICING MODEL 107 3.2.2 APPLICATION:
MARKET NEUTRAL STRATEGIES 108 3.2.3 EMPIRICAL VALIDITY OF THE CAPM 109
3.3 HETEROGENEOUS BELIEFS AND THE ALPHA 110 3.3.1 DEFINITION OF THE
ALPHA 112 3.3.2 CAPM WITH HETEROGENEOUS BELIEFS 116 3.3.3 ZERO SUM GAME
120 3.3.4 ACTIVE OR PASSIVE? 124 3.4 ALTERNATIVE BETAS AND HIGHER MOMENT
BETAS 126 3.4.1 ALTERNATIVE BETAS 127 3.4.2 HIGHER MOMENT BETAS 128
3.4.3 DERIVING A BEHAVIORAL CAPM 130 3.5 SUMMARY 135 3.6 TESTS AND
EXERCISES 136 3.6.1 TESTS 136 3.6.2 EXERCISES 139 4 TWO-PERIOD MODEL:
STATE-PREFERENCE APPROACH 141 4.1 BASIC TWO-PERIOD MODEL 141 4.1.
CONTENTS IX 4.2 NO-ARBITRAGE CONDITION 152 4.2.1 INTRODUCTION 152 4.2.2
FUNDAMENTAL THEOREM OF ASSET PRICES 154 4.2.3 PRICING OF DERIVATIVES 160
4.2.4 LIMITS TO ARBITRAGE 162 4.3 FINANCIAL MARKETS EQUILIBRIA 167 4.3.1
GENERAL RISK-RETURN TRADEOFF 168 4.3.2 CONSUMPTION BASED CAPM 169 4.3.3
DEFINITION OF FINANCIAL MARKETS EQUILIBRIA 170 4.3.4 INTERTEMPORAL TRADE
174 4.4 SPECIAL CASES: CAPM, APT AND BEHAVIORAL CAPM 177 4.4.1 DERIVING
THE CAPM BY 'BRUTAL FORCE OF COMPUTATIONS' 178 4.4.2 DERIVING THE CAPM
FROM THE LIKELIHOOD RATIO PROCESS 180 4.4.3 ARBITRAGE PRICING THEORY 182
4.4.4 DERIVING THE APT IN THE CAPM WITH BACKGROUND RISK 183 4.4.5
BEHAVIORAL CAPM 184 4.5 PARETO EFFICIENCY 185 4.6 AGGREGATION 188 4.6.1
ANYTHING GOES AND THE LIMITATIONS OF AGGREGATION . 188 4.6.2 A MODEL
FOR AGGREGATION OF HETEROGENEOUS BELIEFS, RISK- AND TIME PREFERENCES 194
4.6.3 EMPIRICAL PROPERTIES OF THE REPRESENTATIVE AGENT 195 4.7 DYNAMICS
AND STABILITY OF EQUILIBRIA 201 4.8 SUMMARY 206 4.9 TESTS AND EXERCISES
207 4.9.1 TESTS 207 4.9.2 EXERCISES 209 MULTIPLE-PERIODS MODEL 221 5.1
THE GENERAL EQUILIBRIUM MODEL 221 5.2 COMPLETE AND INCOMPLETE MARKETS
226 5.3 TERM STRUCTURE OF INTEREST 228 5.3.1 TERM STRUCTURE WITHOUT RISK
229 5.3.2 TERM STRUCTURE WITH RISK 232 5. X CONTENTS 5.5 PARETO
EFFICIENCY 244 5.5.1 FIRST WELFARE THEOREM 244 5.5.2 AGGREGATION 245 5.6
DYNAMICS OF PRICE EXPECTATIONS 246 5.6.1 WHAT IS MOMENTUM? 246 5.6.2
DYNAMICAL MODEL OF CHARTISTS AND FUNDAMENTALISTS. 247 5.7 SURVIVAL OF
THE FITTEST ON WALL STREET 252 5.7.1 MARKET SELECTION HYPOTHESIS WITH
RATIONAL EXPECTATIONS 252 5.7.2 EVOLUTIONARY PORTFOLIO THEORY 253 5.7.3
EVOLUTIONARY PORTFOLIO MODEL 254 5.7.4 THE UNIQUE SURVIVOR: A* 258 5.8
SUMMARY 259 5.9 TESTS AND EXERCISES 259 5.9.1 TESTS 259 5.9.2 EXERCISES
260 PART III ADVANCED TOPICS 6 THEORY OF THE FIRM* 267 6.1 BASIC MODEL
267 6.2 MODIGLIANI-MILLER THEOREM 274 6.2.1 WHEN DOES THE
MODIGLIANI-MILLER THEOREM NOT HOLD? 277 6.3 FIRM'S DECISION RULES 278
6.3.1 FISHER SEPARATION THEOREM 278 6.3.2 THE THEOREM OF DREZE 282 6.4
SUMMARY 285 7 INFORMATION ASYMMETRIES ON FINANCIAL MARKETS* 287 7.1
INFORMATION REVEALED BY PRICES 288 7.2 INFORMATION REVEALED BY TRADE 290
7.3 MORAL HAZARD 292 7.4 ADVERSE SELECTION 293 7.5 SUMMARY 295 8
TIME-CONTINUOUS MODEL 297 8.1 A ROUGH PATH TO THE BLACK-SCHOLES FORMULA
298 8.2 BROWNIAN MOTION AND ITO PROCESSES 301 8.3 A RIGOROUS PATH TO THE
BLACK-SCHOLES FORMULA 304 8.3.1 DERIVATION OF THE BLACK-SCHOLES FORMULA
FO CONTENTS XI 8.4 EXOTIC OPTIONS AND THE MONTE CARLO METHOD 308 8.5
CONNECTIONS TO THE MULTI-PERIOD MODEL 310 8.6 TIME-CONTINUITY AND THE
MUTUAL FUND THEOREM 315 8.7 MARKET EQUILIBRIA IN CONTINUOUS TIME 318 8.8
LIMITATIONS OF THE BLACK-SCHOLES MODEL AND EXTENSIONS 321 8.8.1
VOLATILITY SMILE AND OTHER UNFRIENDLY EFFECTS 321 8.8.2 NOT NORMAL:
ALTERNATIVES TO NORMALLY DISTRIBUTED RETURNS 322 8.8.3 JUMPING UP AND
DOWN: LEVY PROCESSES 327 8.8.4 DRIFTING AWAY: HESTON AND GARCH MODELS
329 8.9 SUMMARY 332 APPENDICES MATHEMATICS 335 A.I LINEAR ALGEBRA 335
A.2 BASIC NOTIONS OF STATISTICS 338 A.3 BASICS IN TOPOLOGY 341 A.4 HOW
TO USE PROBABILITY MEASURES 343 A.5 CALCULUS, FOURIER TRANSFORMATIONS
AND PARTIAL DIFFERENTIAL EQUATIONS 347 A.6 GENERAL AXIOMS FOR EXPECTED
UTILITY THEORY 351 SOLUTIONS TO TESTS AND EXERCISES 355 REFERENCES 357
INDEX 367 |
| any_adam_object | 1 |
| author | Hens, Thorsten 1961- Rieger, Marc Oliver 1974- |
| author_GND | (DE-588)138727082 (DE-588)1020817410 |
| author_facet | Hens, Thorsten 1961- Rieger, Marc Oliver 1974- |
| author_role | aut aut |
| author_sort | Hens, Thorsten 1961- |
| author_variant | t h th m o r mo mor |
| building | Verbundindex |
| bvnumber | BV036054441 |
| classification_rvk | QK 600 QK 820 |
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| ctrlnum | (OCoLC)657638287 (DE-599)DNB1000032159 |
| dewey-full | 332 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332 |
| dewey-search | 332 |
| dewey-sort | 3332 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| indexdate | 2024-07-20T10:29:57Z |
| institution | BVB |
| isbn | 9783540361466 |
| language | English |
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| spelling | Hens, Thorsten 1961- Verfasser (DE-588)138727082 aut Financial economics a concise introduction to classical and behavioral finance Thorsten Hens ; Marc O. Rieger Berlin [u.a.] Springer 2010 XI, 374 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Finance Finanzwirtschaft (DE-588)4017214-4 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Anlageverhalten (DE-588)4214003-1 gnd rswk-swf Finanzwirtschaft (DE-588)4017214-4 s Kreditmarkt (DE-588)4073788-3 s Anlageverhalten (DE-588)4214003-1 s b DE-604 Rieger, Marc Oliver 1974- Verfasser (DE-588)1020817410 aut Erscheint auch als Online-Ausgabe 10.1007/978-3-540-36148-0 978-3-540-36148-0 text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3423610&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018946052&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hens, Thorsten 1961- Rieger, Marc Oliver 1974- Financial economics a concise introduction to classical and behavioral finance Finance Finanzwirtschaft (DE-588)4017214-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Anlageverhalten (DE-588)4214003-1 gnd |
| subject_GND | (DE-588)4017214-4 (DE-588)4073788-3 (DE-588)4214003-1 |
| title | Financial economics a concise introduction to classical and behavioral finance |
| title_auth | Financial economics a concise introduction to classical and behavioral finance |
| title_exact_search | Financial economics a concise introduction to classical and behavioral finance |
| title_full | Financial economics a concise introduction to classical and behavioral finance Thorsten Hens ; Marc O. Rieger |
| title_fullStr | Financial economics a concise introduction to classical and behavioral finance Thorsten Hens ; Marc O. Rieger |
| title_full_unstemmed | Financial economics a concise introduction to classical and behavioral finance Thorsten Hens ; Marc O. Rieger |
| title_short | Financial economics |
| title_sort | financial economics a concise introduction to classical and behavioral finance |
| title_sub | a concise introduction to classical and behavioral finance |
| topic | Finance Finanzwirtschaft (DE-588)4017214-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Anlageverhalten (DE-588)4214003-1 gnd |
| topic_facet | Finance Finanzwirtschaft Kreditmarkt Anlageverhalten |
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