Handbook of the Economics of Finance - Financial Markets and Asset Pricing
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Subject index

Handbook of the Economics of Finance - Financial Markets and Asset Pricing ◽

10.1016/s1574-0102(03)01030-6 ◽

2003 ◽

pp. I-1-I-25

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Chapter 12 Tests of multifactor pricing models, volatility bounds and portfolio performance

Handbook of the Economics of Finance - Financial Markets and Asset Pricing ◽

10.1016/s1574-0102(03)01021-5 ◽

2003 ◽

pp. 743-802 ◽

Author(s):

Wayne E. Ferson

Keyword(s):

Portfolio Performance ◽

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Introduction to the Series

Handbook of the Economics of Finance - Financial Markets and Asset Pricing ◽

10.1016/s1574-0102(03)01015-x ◽

2003 ◽

pp. v

Author(s):

Kenneth J. Arrow ◽

Michael D. Intriligator

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Chapter 11 Intertemporal asset pricing theory

Handbook of the Economics of Finance - Financial Markets and Asset Pricing ◽

10.1016/s1574-0102(03)01020-3 ◽

2003 ◽

pp. 639-742 ◽

Author(s):

Darrell Duffie

Keyword(s):

Asset Pricing ◽

Asset Pricing Theory ◽

Pricing Theory ◽

Intertemporal Asset Pricing

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Chapter 14 The equity premium in retrospect

Handbook of the Economics of Finance - Financial Markets and Asset Pricing ◽

10.1016/s1574-0102(03)01023-9 ◽

2003 ◽

pp. 889-938 ◽

Author(s):

Rajnish Mehra ◽

Edward C. Prescott

Keyword(s):

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Contents of the handbook

Handbook of the Economics of Finance - Financial Markets and Asset Pricing ◽

10.1016/s1574-0102(03)01016-1 ◽

2003 ◽

pp. vii-viii

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Chapter 18 A survey of behavioral finance

Handbook of the Economics of Finance - Financial Markets and Asset Pricing ◽

10.1016/s1574-0102(03)01027-6 ◽

2003 ◽

pp. 1053-1128 ◽

Author(s):

Nicholas Barberis ◽

Richard Thaler

Keyword(s):

Behavioral Finance

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Chapter 13 Consumption-based asset pricing

Handbook of the Economics of Finance - Financial Markets and Asset Pricing ◽

10.1016/s1574-0102(03)01022-7 ◽

2003 ◽

pp. 803-887 ◽

Author(s):

John Y. Campbell

Keyword(s):

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Chapter 17 Microstructure and asset pricing

Handbook of the Economics of Finance - Financial Markets and Asset Pricing ◽

10.1016/s1574-0102(03)01026-4 ◽

2003 ◽

pp. 1021-1051 ◽

Author(s):

David Easley ◽

Maureen O'Hara

Keyword(s):

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Chapter 20 Fixed-income pricing

Handbook of the Economics of Finance - Financial Markets and Asset Pricing ◽

10.1016/s1574-0102(03)01029-x ◽

2003 ◽

pp. 1207-1246 ◽

Author(s):

Qiang Dai ◽

Kenneth J. Singleton

Keyword(s):

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