Financial Markets Theory: Equilibrium, Efficiency and Information 2nd Edition Emilio Barucci 1447173228 9781447173229

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Product details:

• ISBN 10: 1447173228
• ISBN 13: 9781447173229
• Author: Emilio Barucci

This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to include more than two hundred exercises, with detailed solutions to selected exercises. Financial Markets Theory covers classical asset pricing theory in great detail, including utility theory, equilibrium theory, portfolio selection, mean-variance portfolio theory, CAPM, CCAPM, APT, and the Modigliani-Miller theorem. Starting from an analysis of the empirical evidence on the theory, the authors provide a discussion of the relevant literature, pointing out the main advances in classical asset pricing theory and the new approaches designed to address asset pricing puzzles and open problems (e.g., behavioral finance).

Table of contents:

1. Prerequisites

2. Choices Under Risk

3. Portfolio, Insurance and Saving Decisions

4. General Equilibrium Theory and No-Arbitrage

5. Factor Asset Pricing Models: CAPM and APT

6. Multi-Period Models: Portfolio Choice, Equilibrium and No-Arbitrage

7. Multi-Period Models: Empirical Tests

8. Information and Financial Markets

9. Uncertainty, Rationality and Heterogeneity

10. Financial Markets Microstructure

11. Solutions of Selected Exercises

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