9789401077019 - financial risk: theory, evidence and implications: proceedings of the eleventh annual economic policy conference of the federal reserve bank of st. louis (11 risultati)
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Condizione: New. pp. 248.
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Paperback. Condizione: Brand New. 1989 edition. 248 pages. 9.25x6.10x0.56 inches. In Stock.
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Taschenbuch. Condizione: Neu. Financial Risk: Theory, Evidence and Implications | Proceedings of the Eleventh Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis | Courtenay C. Stone | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2011 | Springer Netherland | EAN 9789401077019 | Verantwortliche Per…son für die EU: Springer Netherlands, Haberstr. 7, 69126 Heidelberg, buchhandel-buch[at]springer[dot]com | Anbieter: preigu.
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The Federal Reserve Bank held its Eleventh Annual Economic Policy Conference on November 14 and 15, 1986. The topic of the conference was Financial Risk: Theory, Evidence and Implications; this volume contains the papers and discussants' comments…that were presented at this conference. As the reader will note, these papers cover the broad aspects of financial risk, from some key general concepts to specific domestic and international financial risk problems. And, of equal importance, they provide some interesting insights into reasons for the continuing turmoil in domestic and international financial markets that we have witnessed in recent years. ix I RISK: A GENERAL OVERVIEW 1 DIFFERENCES OF OPINION IN FINANCIAL MARKETS Hal R. Varian The standard models of financial markets such as the Sharpe-Lintner mean variance model or the Rubinstein-Breeden-Litzenberger contingent con sumption model both assume more-or-Iess homogenous probability beliefs.! There has been some work on extending the mean-variance model to allow for differences in beliefs across agents; see Jarrow (1980), Lintner (1969), Mayshar (1983), and Williams (1977). Differences in beliefs in contingent commodities models have received much less attention. The major references are Rubinstein (1975, 1976a), Breeden and Litzenberger (1978), Hakansson et al. (1982), and Milgrom and Stokey (1982).
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The Federal Reserve Bank held its Eleventh Annual Economic Policy Conference on November 14 and 15, 1986. The topic of the conference was Financial Risk: Theory, Evidence and Implications; this volume contains the papers and discus…sants' comments that were presented at this conference. As the reader will note, these papers cover the broad aspects of financial risk, from some key general concepts to specific domestic and international financial risk problems. And, of equal importance, they provide some interesting insights into reasons for the continuing turmoil in domestic and international financial markets that we have witnessed in recent years. ix I RISK: A GENERAL OVERVIEW 1 DIFFERENCES OF OPINION IN FINANCIAL MARKETS Hal R. Varian The standard models of financial markets such as the Sharpe-Lintner mean variance model or the Rubinstein-Breeden-Litzenberger contingent con sumption model both assume more-or-Iess homogenous probability beliefs.! There has been some work on extending the mean-variance model to allow for differences in beliefs across agents; see Jarrow (1980), Lintner (1969), Mayshar (1983), and Williams (1977). Differences in beliefs in contingent commodities models have received much less attention. The major references are Rubinstein (1975, 1976a), Breeden and Litzenberger (1978), Hakansson et al. (1982), and Milgrom and Stokey (1982). 248 pp. Englisch.
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Proceedings of the Eleventh Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis I Risk: A General Overview.- 1 Differences of Opinion in Financial Markets.- Commentary by V. V. Chari.- 2 Risk,…Exchange Market Intervention, and Pr.
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Condizione: New. Print on Demand pp. 248 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. PRINT ON DEMAND pp. 248.
Lingua: Inglese
Editore: Springer Netherlands, Springer Netherlands Dez 2011, 2011
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The Federal Reserve Bank held its Eleventh Annual Economic Policy Conference on November 14 and 15, 1986. The topic of the conference was Financial Risk: Theory, Evidence and Implications; this volume contains the papers and discussant…s' comments that were presented at this conference. As the reader will note, these papers cover the broad aspects of financial risk, from some key general concepts to specific domestic and international financial risk problems. And, of equal importance, they provide some interesting insights into reasons for the continuing turmoil in domestic and international financial markets that we have witnessed in recent years. ix I RISK: A GENERAL OVERVIEW 1 DIFFERENCES OF OPINION IN FINANCIAL MARKETS Hal R. Varian The standard models of financial markets such as the Sharpe-Lintner mean variance model or the Rubinstein-Breeden-Litzenberger contingent con sumption model both assume more-or-Iess homogenous probability beliefs.! There has been some work on extending the mean-variance model to allow for differences in beliefs across agents; see Jarrow (1980), Lintner (1969), Mayshar (1983), and Williams (1977). Differences in beliefs in contingent commodities models have received much less attention. The major references are Rubinstein (1975, 1976a), Breeden and Litzenberger (1978), Hakansson et al. (1982), and Milgrom and Stokey (1982).Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 248 pp. Englisch.
