Advanced Finance Theories

Ser-Huang Poon
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Ser-Huang Poon: Manchester University, UK

Abstract: Advanced Finance Theories

Keywords: Intertemporal Portfolio Selection; Capital Structure; General Equilibrium; Spanning; Mutual Fund Theorem; Jumps; Incomplete Markets (search for similar items in EconPapers)
JEL-codes: G30 (search for similar items in EconPapers)
Date: 2018
ISBN: 9789814460378
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https://www.worldscientific.com/worldscibooks/10.1142/8759 (text/html)
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Chapters in this book:

Ch 1 Utility Theory , pp 1-4: Ser-Huang Poon
Ch 2 Pricing Kernel and Stochastic Discount Factor , pp 5-17: Ser-Huang Poon
Ch 3 Risk Measures , pp 19-38: Ser-Huang Poon
Ch 4 Consumption and Portfolio Selection , pp 39-63: Ser-Huang Poon
Ch 5 Optimum Demand and Mutual Fund Theorem , pp 65-82: Ser-Huang Poon
Ch 6 Mean–Variance Frontier , pp 83-94: Ser-Huang Poon
Ch 7 Solving Black–Scholes with Fourier Transform , pp 95-100: Ser-Huang Poon
Ch 8 Capital Structure Theory , pp 101-128: Ser-Huang Poon
Ch 9 General Equilibrium , pp 129-139: Ser-Huang Poon
Ch 10 Discontinuity in Continuous Time , pp 141-162: Ser-Huang Poon
Ch 11 Spanning and Capital Market Theories , pp 163-192: Ser-Huang Poon

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Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:8759

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