Handbook of Financial Markets: Dynamics and Evolution

Front Cover
Thorsten Hens, Klaus Reiner Schenk-Hoppe
Elsevier, Jun 12, 2009 - Business & Economics - 608 pages
0 Reviews
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

What people are saying - Write a review

We haven't found any reviews in the usual places.

Other editions - View all

Common terms and phrases

About the author (2009)

Thorsten Hens, Ph.D. University of Bonn, is professor for financial economics at the institute for empirical research in economics at the University of Zurich. He has held positions in Bielefeld, Paris and Stanford and is currently also an adjunct professor at the Finance Department of the Norwegian Business School, NHH, in Bergen. Beate Pilgrim, Ph.D. University of Bielefeld, is currently working for Reuters AG, Frankfurt.

Bibliographic information