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Financial Markets Theory

Financial Markets Theory

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  • ISBN:9781852334697
  • Editorial: Springer
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  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:467
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Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook to address the economic foundations of financial markets theory from a mathematically rigorous standpoint, and to offer a self-contained critical discussion, based on empirical resul

Prerequisites.- Choices under Risk.- Stochastic Dominance, Mutual Funds Separation and Portfolio Frontier.- General Equilibrium Theory and Risk Exchange.- Risk Premium: Capital Asset Pricing Model and Asset Pricing Theory.- Multiperiod Market Models.- Information and Financial Markets.- Uncertainty, Rationality, Heterogeneity.- Financial Markets Microstructure.- Corporate Finance.- Intermediation and Regulation.- References.- Index.

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