MARC Record from Marygrove College

LEADER: 06316cam a22009374a 4500
001 ocm48221483
003 OCoLC
005 20191109071347.6
008 011016s2002 njua b 001 0 eng
010 $a 2001055194
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020 $a0691090297$q(CL ;$qalk. paper)
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035 $a(OCoLC)48221483$z(OCoLC)51070223$z(OCoLC)59417311$z(OCoLC)183924175$z(OCoLC)319959807
042 $apcc
050 00 $aHG4636$b.B67 2002
080 $a332.6
082 00 $a332.6$221
084 $a85.33$2bcl
084 $a83.11$2bcl
084 $aQB 910$2rvk
084 $aQK 600$2rvk
084 $a332.63
049 $aMAIN
100 1 $aBossaerts, Peter L.,$d1960-
245 14 $aThe paradox of asset pricing /$cPeter Bossaerts.
260 $aPrinceton, N.J. :$bPrinceton University Press,$c©2002.
300 $axiii, 170 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
338 $avolume$bnc$2rdacarrier
490 1 $aFrontiers of economic research
504 $aIncludes bibliographical references and index.
505 00 $tPrinciples of Asset-Pricing Theory --$tStochastic Dynamic Programming --$tAn Application to a Simple Investment-Consumption Problem --$tA Nontrivial Portfolio Problem --$tPortfolio Separation --$tToward the First Asset-Pricing Model --$tConsumption-Based Asset-Pricing Models --$tAsset-Pricing Theory: The Bottom Line --$tArrow-Debreu Securities Pricing --$tRoll's Critique --$tTime Nonseparable Preferences --$tExistence of Equilibrium --$tPrice Discovery --$tEmpirical Methodology --$tThe Efficient Markets Hypothesis (EMH) --$tViolations of the Stationarity Assumption --$tInference in a Nonstationary World --$tTesting the CAPM --$tA Linear Test --$tA Nonlinear Test --$tThe Fama-MacBeth Procedure --$tCan One Condition on Less than the Entire State Vector in Tests of the CAPM? --$tTesting Consumption-Based Asset-Pricing Models --$tDiagnostics: Variance Bounds --$tThe Empirical Evidence in a Nutshell --$tEmpirical Evidence on the CAPM --$tHansen-Jagannathan Bounds --$tGMM Tests of Consumption-Based Models --$tCross-Sectional Tests --$tThe Experimental Evidence --$tA Typical Asset-Pricing Experiment --$tTheoretical Predictions --$tExperimental Results --$tAnnounced and Perceived Uncertainty --$tThe Scale of Experimentation --$tFormal Tests --$tThe CAPM --$tThe Arrow-Debreu Model --$tFrom EMH to Merely Efficient Learning --$tBayesian Learning --$tDigital Option Prices under ELM --$tLimited Liability Security Prices under ELM --$tRevisiting an Earlier Example --$tRevisiting the Historical Record --$tU.S. IPO Aftermarket Performance.
520 1 $a"Asset pricing theory abounds with elegant mathematical models. The logic is so compelling that the models are widely used in policy, from banking, investments, and corporate finance to government. In The Paradox of Asset Pricing, a leading financial researcher argues that the empirical record is weak at best."
520 8 $a"Bossaerts writes that the existing empirical evidence may be tainted by the assumptions needed to make sense of historical field data or by reanalysis of the same data. To address the first problem, he demonstrates that one central assumption - that markets are efficient processors of information, that risk is a knowable quantity, and so on - can be relaxed substantially while retaining core elements of the existing methodology. The new approach brings novel insights to old data. As for the second problem, he proposes that asset pricing theory be studied through experiments in which subjects trade purposely designed assets for real money.
520 8 $aThis book will be welcomed by finance scholars and all those math- and statistics-minded readers interested in knowing whether there is science beyond the mathematics of finance."--Jacket.
590 $bInternet Archive - 2
590 $bInternet Archive 2
650 0 $aCapital assets pricing model.
650 0 $aEfficient market theory.
650 0 $aSecurities.
650 6 $aModèle de fixation du prix des actifs.
650 6 $aMarché efficient, Hypothèse du.
650 6 $aValeurs mobilières.
650 7 $aCapital assets pricing model.$2fast$0(OCoLC)fst00846288
650 7 $aEfficient market theory.$2fast$0(OCoLC)fst00903773
650 7 $aSecurities.$2fast$0(OCoLC)fst01110743
650 7 $aCapital-Asset-Pricing-Modell$2gnd
650 7 $aKapitalmarkteffizienz$2gnd
650 7 $aKursbildung$2gnd
650 7 $aAktienkurs$2gnd
650 17 $aPortfolio-theorie.$2gtt
650 17 $aPrijstheorie.$2gtt
650 17 $aEfficiëntie.$2gtt
650 17 $aDynamische programmering.$2gtt
650 17 $aStochastische programmering.$2gtt
830 0 $aFrontiers of economic research.
856 41 $3Table of contents$uhttp://catdir.loc.gov/catdir/toc/prin031/2001055194.html
856 41 $3Table of contents$uhttp://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?application=DIGITOOL-3&owner=resourcediscovery&custom_att_2=simple_viewer&user=GUEST&pid=734379
856 41 $3Table of contents$uhttp://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009862131&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
856 42 $3Publisher description$uhttp://catdir.loc.gov/catdir/description/prin021/2001055194.html
938 $aBaker & Taylor$bBKTY$c105.00$d105.00$i0691090297$n0003824340$sactive
938 $aBrodart$bBROD$n58297235$c$90.00
938 $aBaker and Taylor$bBTCP$n2001055194
938 $aIngram$bINGR$n9780691090290
938 $aYBP Library Services$bYANK$n2168147
994 $a92$bERR
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