Research Catalog

Title

Finance / edited by R.A. Jarrow, V. Maksimovic, W.T. Ziemba.

Publication

Amsterdam ; New York : Elsevier, 1995.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Jarrow, Robert A.
• Maksimovic, Vojislav, 1955-
• Ziemba, W. T.

Description

xxix, 1165 pages : illustrations; 25 cm.

Series Statement

Handbooks in operations research and management science ; v. 9

Uniform Title

Handbooks in operations research and management science ; v. 9.

Subjects

• Intended for masters and PhD students > Prefaces
• Finance

Bibliography (note)

• Includes bibliographical references and index.

Contents

• Ch. 1. Portfolio Theory / G. M. Constantinides and A. G. Malliaris -- Ch. 2. Finite State Securities Market Models and Arbitrage / V. Naik -- Ch. 3. Capital Growth Theory / N. H. Hakansson and W. T. Ziemba -- Ch. 4. The Arbitrage Pricing Theory and Multifactor Models of Asset Returns / G. Connor and R. A. Korajczyk -- Ch. 5. Theory and Empirical Testing of Asset Pricing Models / W. E. Ferson -- Ch. 6. International Portfolio Choice and Asset Pricing: An Integrative Survey / R. M. Stulz -- Ch. 7. A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices / P. P. Carr and R. A. Jarrow -- Ch. 8. Pricing Interest Rate Options / R. Jarrow -- Ch. 9. Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds / T. A. Marsh -- Ch. 10. Program Trading and Stock Index Arbitrage / L. Canina and S. Figlewski -- Ch. 11. Mortgage Backed Securities / W. N. Torous --
• Ch. 12. Market Microstructure / D. Easley and M. O'Hara -- Ch. 13. Financial Decision-Making in Markets and Firms: A Behavioral Perspective / W. F. M. De Bondt and R. H. Thaler -- Ch. 14. Volatility / S. F. LeRoy and D. G. Steigerwald -- Ch. 15. Asset and Liability Allocation in a Global Environment / J. M. Mulvey and W. T. Ziemba -- Ch. 16. Stock Market Crashes / A. W. Kleidon -- Ch. 17. On the Predictability of Common Stock Returns: World-Wide Evidence / G. Hawawini and D. B. Keim -- Ch. 18. Efficiency of Sports and Lottery Betting Markets / D. B. Hausch and W. T. Ziemba -- Ch. 19. Performance Evaluation / M. Grinblatt and S. Titman -- Ch. 20. Market Manipulation / J. A. Cherian and R. A. Jarrow -- Ch. 21. Real Options / G. Sick -- Ch. 22. Corporate Financial Structure, Incentives and Optimal Contracting / F. Allen and A. Winton -- Ch. 23. Financing Investment Under Asymmetric Information / K. Daniel and S. Titman --
• Ch. 24. Financial Structure and the Tax System / P. Swoboda and J. Zechner -- Ch. 25. Dividend Policy / F. Allen and R. Michaely -- Ch. 26. Mergers and Acquisitions: Strategic and Informational Issues / D. Hirshleifer -- Ch. 27. Financial Structure and Product Market Competition / V. Maksimovic -- Ch. 28. Financial Distress, Bankruptcy and Reorganization / L. W. Senbet and J. K. Seward -- Ch. 29. Empirical Methods of Event Studies in Corporate Finance / R. Thompson -- Ch. 30. Initial Public Offerings / R. G. Ibbotson and J. R. Ritter -- Ch. 31. Seasoned Equity Offerings: A Survey / B. E. Eckbo and R. W. Masulis -- Ch. 32. Financial Intermediation and the Market for Credit / A. V. Thakor -- Ch. 33. The U. S. Savings and Loan Crisis / D. H. Pyle.

ISBN

044489084X (alk. paper)

LCCN

95047024

OCLC

• 33665046
• ocm33665046

Owning Institutions

Columbia University Libraries