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|a BIB MATCHES WORLDCAT
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|b L47 2001
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| 082 |
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|a 332
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| 100 |
1 |
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|a LeRoy, Stephen F.,
|e author.
|9 1041960
|
| 245 |
1 |
0 |
|a Principles of financial economics /
|c Stephen F. LeRoy, Jan Werner ; foreword by Stephen A. Ross.
|
| 264 |
|
1 |
|a Cambridge ;
|a New York :
|b Cambridge University Press,
|c 2001.
|
| 300 |
|
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|a xx, 280 pages :
|b illustrations ;
|c 26 cm
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
|
| 337 |
|
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|a unmediated
|b n
|2 rdamedia
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| 338 |
|
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|a volume
|b nc
|2 rdacarrier
|
| 504 |
|
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|a Includes bibliographical references and index.
|
| 505 |
0 |
0 |
|g Part I.
|t Equilibrium and Arbitrage: --
|g 1.
|t General equilibrium in security markets --
|g 2.
|t Linear pricing --
|g 3.
|t Arbitrage and positive pricing --
|g 4.
|t Portfolio restrictions --
|g Part II.
|t Valuation: --
|g 5.
|t Valuation --
|g 6.
|t State prices and risk-neutral probabilities --
|g 7.
|t Valuation under portfolio restrictions --
|g Part III.
|t Risk: --
|g 8.
|t Expected utility --
|g 9.
|t Risk aversion --
|g 10.
|t Risk --
|g Part IV.
|t Optimal Portfolios: --
|g 11.
|t Optimal portfolios with one risky security --
|g 12.
|t Comparative statics of optimal portfolios --
|g 13.
|t Optimal portfolios with several risky securities --
|g Part V.
|t Equilibrium Prices and Allocations: --
|g 14.
|t Consumption-based security pricing --
|g 15.
|t Complete markets and Pareto-optimal allocations of risk --
|g 16.
|t Optimality in incomplete security markets --
|g Part VI.
|t Mean-Variance Models: --
|g 17.
|t The expectations and pricing kernels --
|g 18.
|t The mean-variance frontier payoffs --
|g 19.
|t Capm --
|g 20.
|t Factor pricing --
|g Part VII.
|t Multidate Models: --
|g 21.
|t A multidate model of security markets --
|g 22.
|t Multidate arbitrage and positivity --
|g 23.
|t Dynamically complete markets --
|g 24.
|t Valuation --
|g 25.
|t Event process, risk-neutral probabilities and the pricing kernel --
|g 26.
|t Security gains as martingales --
|g 27.
|t Consumption-based security pricing --
|g 28.
|t The frontier payoffs and the CAPM.
|
| 588 |
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|a Machine converted from AACR2 source record.
|
| 650 |
|
0 |
|a Investments
|x Mathematical models
|9 370808
|
| 650 |
|
0 |
|a Finance
|x Mathematical models.
|9 370807
|
| 650 |
|
0 |
|a Economics
|x Mathematical models
|9 316968
|
| 650 |
|
0 |
|a Securities
|x Prices
|x Mathematical models.
|
| 650 |
|
0 |
|a Capital market
|x Mathematical models
|9 717620
|
| 700 |
1 |
|
|a Werner, Jan,
|e author.
|9 1041961
|
| 907 |
|
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|a .b10651445
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