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Handbook of Financial Markets: Dynamics and Evolution
1st Edition - January 14, 2009
Editors: Thorsten Hens, Klaus Reiner Schenk-Hoppe
Language: English
Hardback ISBN:9780123742582
9 7 8 - 0 - 1 2 - 3 7 4 2 5 8 - 2
eBook ISBN:9780080921433
9 7 8 - 0 - 0 8 - 0 9 2 1 4 3 - 3
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…Read more
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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.
Explains the market dynamics of asset prices, offering insights about asset management approaches
Assumes a heterogeneity of investors that yields descriptive and normative models of portfolio selections and asset pricing dynamics
Primary: university, research, and major public libraries with finance and economics holdings. Secondary: academics in finance and economics
"Introduction"--Thorsten Hens and Klaus Reiner Schenk-Hoppé
1. "Thought and Behavioral Contagion in Capital Markets"--David Hirshleifer and Siew Hong Teoh
2. "How markets digest supply and demand and slowly incorporate information into prices"--Jean-Philippe Bouchaud, J. Doyne Farmer, and Fabrizio Lillo
3. "Stochastic Behavioral Asset Pricing Models and the Stylized Facts"--Thomas Lux
4. "Complex Evolutionary Systems in Behavioral Finance"--Cars Hommes and Florian Wagener
5. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics"--Carl Chiarella, Xue-Zhong He and Roberto Dieci
6. "Perfect Forecasting and Behavioral Heterogeneities"--Jan Wenzelburger
7. "Market Selection and Asset Pricing"--Lawrence Blume and David Easley
8. "Rational Diverse Beliefs and Market Volatility"--Mordecai Kurz
9. "Evolutionary Finance"--Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
No. of pages: 608
Language: English
Edition: 1
Published: January 14, 2009
Imprint: North Holland
Hardback ISBN: 9780123742582
eBook ISBN: 9780080921433
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