Search Results - "asset pricing"

House prices and the macroeconomy implications for banking and price stability / by Goodhart, C. A. E. (Charles Albert Eric)

Table of Contents: “…-- Financial conditions indices -- The Phillips curve, the IS curve, and monetary transmission -- Goods and asset price deflations -- House prices and bank credit -- Bank regulation and macroeconomic fluctuations -- Default, credit growth and asset prices -- What role for house prices in the measurement of inflation? …”
An electronic book accessible through the World Wide Web; click to view

House prices and the macroeconomy implications for banking and price stability / by Goodhart, C. A. E. (Charles Albert Eric)

Table of Contents: “…-- Financial conditions indices -- The Phillips curve, the IS curve, and monetary transmission -- Goods and asset price deflations -- House prices and bank credit -- Bank regulation and macroeconomic fluctuations -- Default, credit growth and asset prices -- What role for house prices in the measurement of inflation? …”
An electronic book accessible through the World Wide Web; click to view

The theory and practice of investment management asset allocation, valuation, portfolio construction, and strategies /

Table of Contents: “…Instruments, asset allocation, portfolio selection, and asset pricing -- pt. 2. Equity analysis and portfolio management -- pt. 3. …”
An electronic book accessible through the World Wide Web; click to view

The theory and practice of investment management asset allocation, valuation, portfolio construction, and strategies /

Table of Contents: “…Instruments, asset allocation, portfolio selection, and asset pricing -- pt. 2. Equity analysis and portfolio management -- pt. 3. …”
An electronic book accessible through the World Wide Web; click to view

Modern portfolio theory foundations, analysis, and new developments + website / by Francis, Jack Clark

Table of Contents: “…Non-mean-variance portfolios -- pt. 5. Asset pricing models -- pt. 6. Implementing the theory.…”
An electronic book accessible through the World Wide Web; click to view

Modern portfolio theory foundations, analysis, and new developments + website / by Francis, Jack Clark

Table of Contents: “…Non-mean-variance portfolios -- pt. 5. Asset pricing models -- pt. 6. Implementing the theory.…”
An electronic book accessible through the World Wide Web; click to view

Inside and outside liquidity by Holmström, Bengt

Table of Contents: “…Leverage -- A simple model of liquidity demand -- Aggregate liquidity shortages and liquidity premia -- A liquidity asset pricing model (LAPM) -- Public provision of liquidity in a closed economy -- Is there still scope for public liquidity provision when firms have access to global capital markets? …”
An electronic book accessible through the World Wide Web; click to view

Inside and outside liquidity by Holmström, Bengt

Table of Contents: “…Leverage -- A simple model of liquidity demand -- Aggregate liquidity shortages and liquidity premia -- A liquidity asset pricing model (LAPM) -- Public provision of liquidity in a closed economy -- Is there still scope for public liquidity provision when firms have access to global capital markets? …”
An electronic book accessible through the World Wide Web; click to view

Macroeconomic analysis / by Niepelt, Dirk, 1969-

Table of Contents: “…Microeconomic foundations -- Consumption and saving -- Dynamic competitive equilibrium -- Risk -- Asset returns and asset prices -- Labor supply, growth, and business cycles -- The open economy -- Frictions -- Money -- Price setting and price rigidity -- The government -- Optimal policy -- Time consistent policy -- Bibliography -- Index.…”

Macroeconomic analysis / by Niepelt, Dirk, 1969-

Table of Contents: “…Microeconomic foundations -- Consumption and saving -- Dynamic competitive equilibrium -- Risk -- Asset returns and asset prices -- Labor supply, growth, and business cycles -- The open economy -- Frictions -- Money -- Price setting and price rigidity -- The government -- Optimal policy -- Time consistent policy -- Bibliography -- Index.…”

Banking on the future the fall and rise of central banking / by Davies, H. (Howard), 1951-

Table of Contents: “…-- Monetary stability -- Financial stability -- Financial infrastructure -- Asset prices -- Structure, status, and accountability -- Europe : a special case -- Central banking in emegering market countries -- Financial resources, costs, and efficiency -- International cooperation -- Leadership -- An agenda for change.…”
An electronic book accessible through the World Wide Web; click to view

Banking on the future the fall and rise of central banking / by Davies, H. (Howard), 1951-

Table of Contents: “…-- Monetary stability -- Financial stability -- Financial infrastructure -- Asset prices -- Structure, status, and accountability -- Europe : a special case -- Central banking in emegering market countries -- Financial resources, costs, and efficiency -- International cooperation -- Leadership -- An agenda for change.…”
An electronic book accessible through the World Wide Web; click to view

Forecasting expected returns in the financial markets

Table of Contents: “…Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices.…”
An electronic book accessible through the World Wide Web; click to view

Forecasting expected returns in the financial markets

Table of Contents: “…Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices.…”
An electronic book accessible through the World Wide Web; click to view

Financial Innovation

Open Access

Financial Innovation

Open Access

A course in monetary economics sequential trade, money, and uncertainty / by Eden, Benjamin

Table of Contents: “…-- Sticky prices in a demand-satisfying model -- Sticky prices with optimal quantity choices -- Flexible prices -- Part 2: An introduction to the economics of uncertainty -- Preliminaries -- Does insurance require risk aversion? -- Asset prices and the Lucas' "tree model" -- Part 3: An introduction to uncertain and sequential trade (UST) -- Real models -- A monetary model -- Limited participation, sticky prices, and UST: a comparison -- Inventories and business cycle -- Money and credit in the business cycle -- Evidence from micro data -- The Friedman rule in UST model -- Sequential international trade -- Endogenous information and externalities -- Search and contracts.…”
An electronic book accessible through the World Wide Web; click to view

A course in monetary economics sequential trade, money, and uncertainty / by Eden, Benjamin

Table of Contents: “…-- Sticky prices in a demand-satisfying model -- Sticky prices with optimal quantity choices -- Flexible prices -- Part 2: An introduction to the economics of uncertainty -- Preliminaries -- Does insurance require risk aversion? -- Asset prices and the Lucas' "tree model" -- Part 3: An introduction to uncertain and sequential trade (UST) -- Real models -- A monetary model -- Limited participation, sticky prices, and UST: a comparison -- Inventories and business cycle -- Money and credit in the business cycle -- Evidence from micro data -- The Friedman rule in UST model -- Sequential international trade -- Endogenous information and externalities -- Search and contracts.…”
An electronic book accessible through the World Wide Web; click to view

Capital budgeting valuation financial analysis for today's investment projects / by Baker, H. Kent (Harold Kent), 1944-

Table of Contents: “…Hall and Wim Westerman ; Capital budgeting with political/country risk / Yacine Belghitar and Ephraim Clark ; Risk management in project finance / Stefano Gatti and Stefano Caselli ; Risk simulation concepts and methods / Tom Arnold and David North -- Estimating the project cost of capital: Cost of capital : an introduction / Octavian Ionici, Kenneth Small, and Frank D'Souza ; Using the capital asset pricing model and arbitrage pricing theory in capital budgeting / S. …”
An electronic book accessible through the World Wide Web; click to view