Uncertainty, Expectations and Asset Price Dynamics Essays in Honor of Georges Prat
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 effe...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing
2018.
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| Colección: | Springer eBooks.
Dynamic Modeling and Econometrics in Economics and Finance ; 24. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b38131717*spi |
| Sumario: | 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. |
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| Descripción Física: | XXX, 192 p. : 28 il |
| Formato: | Forma de acceso: World Wide Web. |
| ISBN: | 9783319987149 |
