Foundations for Financial Economics by Chi-fu Huang and Litzenberg

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<br/><br/><a id="example" href="http://www.filefactory.com/file/1e2f94/n/Foundations_for_Financial_Economics_rar" rel="nofollow">http://www.filefactory.com/file/1e2f94/n/Foundations_for_Financial_Economics_rar<;/a><br/> <br/>  <br/><br/><br/><br/><br/>Foundations for Financial Economics <br/><br/>Author:Robert H. Litzenberger  Chi-fu Huang<br/><br/>Originally published New York . North-Holland, 1988<br/><br/>1988 by Prentice-Hall.Inc.<br/><br/>A Simon & Schuster Company<br/><br/>Englewood Cliffs, New Jersey 07632<br/><br/><br/>Brief:<br/><br/>Chapter 1 analyzes an individual's behavior under uncertainty.<br/><br/>In Chapter 2, we discuss three concepts of stochastic dominance.<br/><br/>Chapter 3 shows mathematical properties of a portfolio frontier - <br/><br/>the collection of portfolios that have the minimum variancefor <br/><br/>different levels of expected rates of return.<br/><br/>In Chapter 4, we give distributional conditions on the rates of <br/><br/>return on assets so that individuals will optimally choose to hold<br/><br/>portfolios on the portfolio frontier.<br/><br/>Chapter 5 begins our description of a state contingent security<br/><br/>and its equilibrium valuation.<br/><br/>In Chapter 6, we present general pricing rules for securities<br/><br/>that pay off in more than one state of nature and specialize<br/><br/>these rules with additional preference restrictions.<br/><br/>We discuss in Chapter 7 how multiperiod dynamic economies<br/><br/>can be modeled.<br/><br/>Chapter 8 continues our discussion of a multiperiod economy<br/><br/>with emphasis on valuation by arbitrage.<br/><br/>In Chapter 9 we discuss economies in which individuals have <br/><br/>differential information.<br/><br/>Chapter 10 concentrates on econometric issues in testing the <br/><br/>Capital Asset Pricing Model.<br/><br/><strong>外部下载链接。</strong>

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关键词：Foundations foundation Litzenberg Economics financial Economics financial huang Foundations Litzenberg