000			01865nam a2200217Ia 4500
999			_c20186 _d20186
003			OSt
005			20211021105707.0
008			160316s2001 xxu||||| |||| 00| 0 eng d
020			_a9780521586064
040			_cn
082			_a332.210000 _bLER
100			_aLeRoy Stephen F
245			_aPrinciples of financial economics
260			_aCambridge _bCambridge University Press _c2001
300			_a280p _cxv
365			_bRs.695
505			_aContents Part I. Equilibrium and Arbitrage: 1. General equilibrium in security markets; 2. Linear pricing; 3. Arbitrage and positive pricing; 4. Portfolio restrictions; Part II. Valuation: 5. Valuation; 6. State prices and risk-neutral probabilities; 7. Valuation under portfolio restrictions; Part III. Risk: 8. Expected utility; 9. Risk aversion; 10. Risk; Part IV. Optimal Portfolios: 11. Optimal portfolios with one risky security; 12. Comparative statics of optimal portfolios; 13. Optimal portfolios with several risky securities; Part V. Equilibrium Prices and Allocations: 14. Consumption-based security pricing; 15. Complete markets and Pareto-optimal allocations of risk; 16. Optimality in incomplete security markets; Part VI. Mean-Variance Models: 17. The expectations and pricing kernels; 18. The mean-variance frontier payoffs; 19. CAPM; 20. Factor pricing; Part VII. Multidate Models: 21. A multidate model of security markets; 22. Multidate arbitrage and positivity; 23. Dynamically complete markets; 24. Valuation; 25. Event process, risk-neutral probabilities and the pricing kernel; 26. Security gains as martingales; 27. Consumption-based security pricing; 28. The frontier payoffs and the CAPM.
650			_a1. Investments - Mathematical Models2. Finance - Economics3. Securities - Prices - Capital Market
700			_aWerner Jan _a
942			_2ddc _cBK