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    HANDBOOK OF FINANCIAL MARKETS - DYNAMICS AND EVOLUTION

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    553690

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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;
    Mathematical analysis of evolutionary dynamics in financial markets has made significant strides in the last 20 years. The chapters in this Handbook present some of the most important contributions to this expanding literature.
    --Andrei Shleifer;
    Harvard University;
    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.
    The University of Wisconsin at Madison.
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    ISBN9780123742582
    Pré vendaNão
    Peso590g
    Autor para link
    Livro disponível - pronta entregaNão
    Dimensões23 x 16 x 1
    Tipo itemLIVRO IMPORTADO ADQ MERC INTERNO
    Número de páginas528
    Número da edição1ª EDIÇÃO - 2009
    Código Interno553690
    Código de barras9780123742582
    AcabamentoHARDCOVER
    AutorHENS, THORSTEN
    EditoraACADEMIC PRESS
    Sob encomendaSim
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