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Handbook of Financial Markets: Dynamics and Evolution
 
 

Handbook of Financial Markets: Dynamics and Evolution, 1st Edition

 
Handbook of Financial Markets: Dynamics and Evolution, 1st Edition,Thorsten Hens,Klaus Schenk-Hoppe,ISBN9780123742582
 
 
 

Hens   &   Schenk-Hoppe   

North Holland

9780123742582

9780080921433

608

235 X 191

Nine major original essays explain how financial markets determine asset prices

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Key Features

* 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

Description

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.

Readership

Primary: university, research, and major public libraries with finance and economics holdings.
Secondary: academics in finance and economics

Thorsten Hens

Klaus Schenk-Hoppe

Handbook of Financial Markets: Dynamics and Evolution, 1st Edition

"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

Quotes and reviews

“The research frontier of finance is moving in an ecological direction where trading strategies compete for profits like species in an ecosystem.
This volume, written by leaders in the field, does an excellent job of bringing the reader up to date in this novel, important, and fascinating research area.”--William A. Brock, The University of Wisconsin at Madison
 
 
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NOTE: We are upgrading our eBook operations; please allow up to 1-2 days for delivery of your eBook order.