The economics of financial markets

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Bibliographic Details
Main Author: Bailey, Roy E
Format: Book
Language:Undetermined
English
Published: Cambridge University Press 2005
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Table of Contents:
  • Preface--Asset markets and asset prices--Asset market microstructure--Predictability of prices and market efficiency--Decision making under uncertainty--Portfolio selection: the mean-variance model--The capital asset pricing model, CAPM--Arbitrage--Factor