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Capital Market Equilibria

  • Conference proceedings
  • © 1986

Overview

Editors:
  1. Günter Bamberg

    1. Institut für Statistik und Mathematische Wirtschaftstheorie, Universität Augsburg, Augsburg, Germany

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  2. Klaus Spremann

    1. Abteilung Wirtschaftswissenschaften, Universität Ulm, Ulm, Germany

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Table of contents (7 papers)

  1. Front Matter

    Pages I-X
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  2. Prologue

    • Günter Bamberg, Klaus Spremann
    Pages 1-5

  3. The Hybrid Model and Related Approaches to Capital Market Equilibria

    • Günter Bamberg
    Pages 7-54

  4. Portfolio Decisions and Capital Market Equilibria Under Incomplete Information

    • Volker Firchau
    Pages 55-78

  5. Option Valuation: Theory and Empirical Evidence

    • Robert Geske, Siegfried Trautmann
    Pages 79-133

  6. The Value of Security Agreements

    • Bernd Rudolph
    Pages 135-162

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

    • Eduardo S. Schwartz, Michael J. Brennan
    Pages 163-188

  8. The Simple Analytics of Arbitrage

    • Klaus Spremann
    Pages 189-207

  9. Back Matter

    Pages 209-228
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Keywords

Editors and Affiliations

  • Institut für Statistik und Mathematische Wirtschaftstheorie, Universität Augsburg, Augsburg, Germany

    Günter Bamberg

  • Abteilung Wirtschaftswissenschaften, Universität Ulm, Ulm, Germany

    Klaus Spremann

Bibliographic Information

  • Book Title: Capital Market Equilibria

  • Editors: Günter Bamberg, Klaus Spremann

  • DOI: https://doi.org/10.1007/978-3-642-70995-1

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1986

  • Softcover ISBN: 978-3-642-70997-5Published: 17 November 2011

  • eBook ISBN: 978-3-642-70995-1Published: 06 December 2012

  • Edition Number: 1

  • Number of Pages: X, 228

  • Topics: Finance, general

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