Financial Asset Pricing : (Record no. 61193)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 05305nam a22004693i 4500 |
| 001 - CONTROL NUMBER | |
| control field | EBC3021118 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | MiAaPQ |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240729124148.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu|||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240724s2011 xx o ||||0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781620810460 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781611228038 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (MiAaPQ)EBC3021118 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (Au-PeEL)EBL3021118 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (CaPaEBR)ebr10681318 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)779847857 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MiAaPQ |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | MiAaPQ |
| Modifying agency | MiAaPQ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4636 -- .F56 2011eb |
| 082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332/.041 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Schulz, Paul E. |
| 245 10 - TITLE STATEMENT | |
| Title | Financial Asset Pricing : |
| Remainder of title | Theory, Global Policy and Dynamics. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Hauppauge : |
| Name of producer, publisher, distributor, manufacturer | Nova Science Publishers, Incorporated, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2011. |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Date of production, publication, distribution, manufacture, or copyright notice | ©2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (224 pages) |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Economic Issues, Problems and Perspectives |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Intro -- FINANCIAL ASSET PRICING: THEORY, GLOBAL POLICY AND DYNAMICS -- FINANCIAL ASSET PRICING: THEORY, GLOBAL POLICY AND DYNAMICS -- LIBRARY OF CONGRESS CATALOGING-IN-PUBLICATION DATA -- CONTENTS -- PREFACE -- Chapter 1: MONETARY POLICY AND BOOM-BUST CYCLES IN ASSET PRICES: A LITERATURE SURVEY -- ABSTRACT -- 1. INTRODUCTION -- 2. SHOULD ASSET PRICES BE INCLUDED IN THE OBJECTIVE FUNCTION? -- 2.1 Asset Prices and the Inflation Measure -- 2.2 Financial Stability and the Objective Function -- 2.3. Monetary Policy and Asset Prices: The Classic Discussion and the Middle Ground -- 3. RECENT DEVELOPMENTS -- CONCLUSION -- REFERENCES -- Chapter 2: DYNAMIC MIGRATION BETWEEN STOCK PORTFOLIOS BASED ON DIVIDEND YIELD AND FIRM SIZE -- ABSTRACT -- 1. INTRODUCTION -- 2. DATA AND METHODOLOGY -- 3. INITIAL RESULTS FOR RAW RETURNS -- 3.1. Adjustment for Risk -- 4. THE MIGRATION STUDY (METHODOLOGY) -- 4.1. Data -- 4.2. Analysis of Results (Presented in Table 7 (a-f)) -- 4.3. Expanding versus Contracting Companies -- 5. LONG-RUN EQUILIBRIUM AND SPEED OF ADJUSTMENT -- 5.1. The Transition Matrix as a Markov Process -- 5.2. The Dynamics of the Process -- 6. EXTENDING THE ANALYSIS TO INCLUDE THE 'TIME' DIMENSION -- CONCLUSION -- REFERENCES -- Chapter 3: RETURN CALCULATION FOR SHORT TIME SERIES: EVIDENCE FROM EMERGING MARKET MUTUAL FUNDS -- ABSTRACT -- I. INTRODUCTION -- II. GOODNESS OF FITTING -- III. INVALIDITY OF THE ASSUMPTIONS OF STANDARD ASSET PRICING TESTS -- IV. VISUALIZING NON-NORMALITY -- CONCLUDING REMARKS -- ACKNOWLEDGMENTS -- REFERENCES -- Chapter 4: RISK PREMIUM, MARKET PRICE OF RISK, AND STOCHASTIC PRICE MODELS FOR COMMODITIES -- ABSTRACT -- 1. INTRODUCTION -- 2. REVIEW OF THE LITERATURE -- 3. STOCHASTIC PRICE MODELS -- 3.1. The Geometric Brownian Motion (GBM) Model -- 3.2. Mean-Reverting Models -- 3.3. Two-Factor Model: IGBM with Stochastic MPR. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 3.4. Summary of Stochastic Models -- 4. ESTIMATION -- 4.1. Sample Description -- 4.2. The GBM Case with Proportional MPR -- 4.3. The IGBM Case with Proportional MPR -- CONCLUSIONS -- REFERENCES -- Chapter 5: AUSTRALIAN HOUSE PRICES AFFORDABILITY: AN INTERNATIONAL COMPARISON OF THE DETERMINANTS OF HOUSE PRICE'S PERFORMANCE 1980 - 2009 -- ABSTRACT -- INTRODUCTION -- THE DRIVERS OF AUSTRALIAN HOUSE PRICES - BUBBLE OR FUNDAMENTALS! -- THE HOUSING BUBBLE IN THE US -- HOUSING FINANCE - AUSTRALIA VS. US -- SUMMARY AND CONCLUSION -- REFERENCES -- Chapter 6: COMPUTATIONAL FINANCE FOR STOCHASTIC VOLATILITY AND CORRELATION -- Abstract -- 1. Overview -- 2. .The Model -- 3. The Pricing Equation -- 4. An Analytical Pricing Formula -- 5. Correlation Risk for the Interest-Rate Contingent Claim -- 6. Conclusion -- Appendix -- References -- Chapter 7: AN EMPIRICAL TEST OF THE CONSUMPTION-BASED ASSET PRICING MODEL (CCAPM) IN LATIN AMERICA -- ABSTRACT -- 1. INTRODUCTION -- 2. THE INTERTEMPORAL MODEL OF CAPITAL ASSET PRICING CCAPM -- 3. METHOD, HYPOTHESES, SAMPLING, DATA COLLECTION AND TREATMENT -- 3.1. Estimation Process -- 3.2. Formulation of Hypotheses -- 3.3. Description of the Sample -- 3.4. Data Collection -- 3.5. Data Treatment -- 4. ANALYSIS OF THE RESULTS -- CONCLUSION -- ACKNOWLEDGMENTS -- REFERENCES -- Chapter 8: INTRICATE ASSET PRICE DYNAMICS AND ONE-DIMENSIONAL DISCONTINUOUS MAPS -- Abstract -- 1. Introduction -- 2. A Simple Piecewise Linear Financial Model -- 3. Some Properties of the Model -- 4. Maximal Cycles LkR -- 5. Maximal Cycles LRk -- 6. Conclusion -- References -- INDEX. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on publisher supplied metadata and other sources. |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Capital assets pricing model. |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hoffmann, Barbara P. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Schulz, Paul E. |
| Title | Financial Asset Pricing: Theory, Global Policy and Dynamics |
| Place, publisher, and date of publication | Hauppauge : Nova Science Publishers, Incorporated,c2011 |
| International Standard Book Number | 9781611228038 |
| 797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN) | |
| Corporate name or jurisdiction name as entry element | ProQuest (Firm) |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Economic Issues, Problems and Perspectives |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3021118">https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3021118</a> |
| Public note | Click to View |
No items available.