Uncertainty, Expectations and Asset Price Dynamics von Fredj (Hrsg.) Jawadi

Essays in Honor of Georges Prat
CHF 157.00 inkl. MwSt.
ISBN: 978-3-319-98713-2
Einband: Fester Einband
Verfügbarkeit: in der Regel innert 10 Werktagen lieferbar. Abweichungen werden nach Bestelleingang per Mail gemeldet.
+ -
Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.


Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.


AutorJawadi, Fredj (Hrsg.)
EinbandFester Einband
Erscheinungsjahr2018
Seitenangabe224 S.
LieferstatusFolgt in ca. 10 Arbeitstagen
AusgabekennzeichenEnglisch
AbbildungenHC runder Rücken kaschiert
MasseH24.1 cm x B16.0 cm x D1.8 cm 506 g
Auflage1st ed. 2018
ReiheDynamic Modeling and Econometrics in Economics and Finance
Verlagsartikelnummer978-3-319-98713-2
VerlagSpringer International Publishing

Alle Bände der Reihe "Dynamic Modeling and Econometrics in Economics and Finance"

Über den Autor Fredj (Hrsg.) Jawadi

Fredj Jawadi is a Full Professor of Finance at the University of Lille, France, and was an Associate Professor of Finance at the University of Evry-Paris Saclay from 2010 to 2018. Currently, he is an Associate Researcher at EconomiX-CNRS and Deputy Director for the Cliometrics and Complexity team (CAC) at the IXXI Complex Systems Institute, France as well as Fellow for the Society of Economic Measurement (US), Fellow at the Economic Research Forum (ERF) in Egypt and Charter Fellow at the Institute for Nonlinear Dynamical Inference (INDI) in Russia. He specializes in finance and applied econometrics. He is the author of several books and international journal papers.

Weitere Titel von Fredj (Hrsg.) Jawadi