Capital Market Equilibria

Editors: Bamberg, Günter, Spremann, Klaus (Eds.)

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About this book

Both introductory surveys and results of individual research on a selection of six issues of modern finance form the content of this volume: • The Hybrid Model and Related Approaches to Capital Market Equilibria • Portfolio Decisions and Capital Market Equilibria under Incom­ plete Information (by Volker Firchau) • Option Valuation: Theory and Empirical Evidence (by Robert Geske and Siegfried Trautmann) • The Value of Security Agreements (by Bernd Rudolph) • Asset Pricing in a Small Economy: A Test of the Omitted Assets Model (by Eduardo S. Schwartz and Michael J. Brennan) • The Simple Analytics of Arbitrage. The main idea was to help students in their work and to provide material for seminars. The book originated from a cooperation between the authors coming from the USA, Canada, and West Germany. Support was granted by the Allianz Lebensversicherung Stuttgart, the Badenia Bausparkasse Karlsruhe, the Landeszentralbank in Baden-Wurttemberg, and the Stifterverband fUr die Deutsche Wirtschaft. Finally, we want to express our thanks to Birgit Emmrich for her help during the different stages of manuscript preparation, and, last but not least, to Werner A. Muller from the Springer-Verlag for the readiness to publish our volume.

Table of contents (1 chapter)

  • Asset Pricing in a Small Economy: A Test of the Omitted Assets Model

    Eduardo S. Schwartz, Michael J. Brennan

    Pages 163-188

    Buy Chapter $29.95
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Buy this book

eBook $69.95 net
( price for USA )
  • ISBN 978-3-642-70995-1
  • digitally watermarked, no DRM
  • included format: PDF
  • eBooks can be used on all Reading Devices
Softcover $99.00 net
( price for USA )
  • ISBN 978-3-642-70997-5
  • free shipping for individuals worldwide
  • usually dispatched within 3 to 5 business days

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Bibliographic Information

Bibliographic Information
Book Title
Capital Market Equilibria
Copyright
1986
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-70995-1
DOI
10.1007/978-3-642-70995-1
Softcover ISBN
978-3-642-70997-5
Edition Number
1
Topics