Handbook of Financial Markets: Dynamics and Evolution

Edited by Thorsten Hens and Klaus Schenk-Hoppé

in Elsevier Monographs from Elsevier, currently edited by Candice Janco

Abstract: The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market selection hypothesis. By explicitly assuming the heterogeneity of investors, they present models that are descriptive and normative as well, making the volume useful for both finance theorists and financial practitioners. * Explains the market dynamics of asset prices, offering insights about asset management approaches * Assumes a heterogeneity of investors that yields descriptive and normative models of portfolio selections and asset pricing dynamics

Date: 2009 Originally published 2009-01-14.
Edition: 1
ISBN: 978-0-12-374258-2
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Citations: View citations in EconPapers (138)

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