株式会社極東書店トップ ＞ 商品一覧 ＞ Uncertainty, Expectations and Asset Price Dynamics : Essays in Honor of Georges Prat.
商品詳細
Uncertainty, Expectations and Asset Price Dynamics : Essays in Honor of Georges Prat. 不確実性、期待、資産価格の動学
・ISBN 978-3-319-98713-2 hard
お気に入り
★★★
| 著者・編者 | Jawadi, Fredj (ed.), |
|---|---|
| シリーズ | Dynamic Modeling and Econometrics in Economics and Finance |
| 出版社 | (Springer, GW) |
| 出版年月 | 2018 |
| ページ数 | 192 pp. |
| 言語 | ENG |
| ニュース番号 | ＜648-580 648-P1136＞ |
解説
Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.