Handbook of the economics of finance - Constantinides, George M.; Harris, Milton; Stulz, Rene M. (Amsterdam Elsevier/North-Holland, 2003)
v1B - Financial markets and asset pricing --Arbitrage, state prices and portfolio theory / P.H. Dybvig and S. Ross -- Intertemporal asset pricing theory / D. Duffie -- Tests of multi-factor pricing models, volatility, and portfolio performance / W.E. Ferson -- Consumption-based asset pricing / J.Y. Campbell -- The equity premium in retrospect / R. Mehra and E.C. Prescott -- Anomalies and market efficiency / G.W. Schwert -- Are financial assets priced locally or globally? / G.A. Karolyi and R. Stulz -- Microstructure and ssset pricing / D. Easley and M. O'Hara -- A survey of behavioral finance / N.C. Barberisa and R.H. Thaler -- Finance, optimization, and the irreducibly irrational component of human behavior / R.J. Shiller -- Derivatives / R.E Whaley -- Fixed income pricing / Q. Dai, and K.Singleton
Acquired through Health Policy Development Program (HPDP) research grant.
Keywords: Finance; Economics; Corporations -- Finance; Capital assets pricing model