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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance) - Ziegler, Alexandre C.
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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance) - Paperback

2003, ISBN: 9783642055676

Springer Berlin Heidelberg, Taschenbuch, Auflage: Softcover reprint of hardcover 1st ed. 2003, 212 Seiten, Publiziert: 2003-02-26T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 43 black … More...

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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance) - Ziegler, Alexandre C.
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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance) - Paperback

2003, ISBN: 9783642055676

Springer Berlin Heidelberg, Taschenbuch, Auflage: Softcover reprint of hardcover 1st ed. 2003, 212 Seiten, Publiziert: 2003-02-26T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 43 black … More...

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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance) - Ziegler, Alexandre C.
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Ziegler, Alexandre C.:
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance) - Paperback

2003

ISBN: 9783642055676

Springer Berlin Heidelberg, Taschenbuch, Auflage: Softcover reprint of hardcover 1st ed. 2003, 212 Seiten, Publiziert: 2003-02-26T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 43 black … More...

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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance) - Ziegler, Alexandre C.
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Ziegler, Alexandre C.:
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance) - Paperback

2003, ISBN: 9783642055676

Springer Berlin Heidelberg, Taschenbuch, Auflage: Softcover reprint of hardcover 1st ed. 2003, 212 Seiten, Publiziert: 2003-02-26T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 43 black … More...

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Alexandre C. Ziegler:
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance - Paperback

ISBN: 9783642055676

Paperback. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; After a brief review of the existing incomplete information literature, the effect of incomplete informatio… More...

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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance)
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9783642055676


After a brief review of the existing incomplete information literature, the effect of incomplete information on investors' exptected utility, risky asset prices, and interest rates is described. It is demonstrated that increasing the quality of investors' information need not increase their expected utility and the prices of risky assets. The impact of other factors is discussed in detail. It is also demonstrated that financial markets in general do not aggregate information efficiently, a fact that can explain the equity premium puzzle.

Details of the book - Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance)


EAN (ISBN-13): 9783642055676
ISBN (ISBN-10): 3642055672
Hardcover
Paperback
Publishing year: 2010
Publisher: Springer Berlin Heidelberg
212 Pages
Weight: 0,328 kg
Language: eng/Englisch

Book in our database since 2011-05-20T12:14:58-04:00 (New York)
Book found last time on 2026-04-27T17:52:51-04:00 (New York)
ISBN/EAN: 9783642055676

ISBN - alternate spelling:
3-642-05567-2, 978-3-642-05567-6
Alternate spelling and related search-keywords:
Book author: ziegler, alexandre, merton
Book title: time finance

Information from Publisher

Author: Alexandre C. Ziegler
Title: Springer Finance; Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
Publisher: Springer; Springer Berlin
198 Pages
Publishing year: 2010-10-21
Berlin; Heidelberg; DE
Printed / Made in
Language: English
219,99 € (DE)

BC; Hardcover, Softcover / Wirtschaft/Volkswirtschaft; Finanzenwesen und Finanzindustrie; Verstehen; Asset Pricing; Equity Premium; Finance; Heterogeneous Beliefs; Incomplete Information; Option Pricing; quantitative finance; Financial Economics; Mathematics in Business, Economics and Finance; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BB

1 Incomplete Information: An Overview.- 1.1 Introduction.- 1.2 Portfolio Choice.- 1.3 The Term Structure of Interest Rates.- 1.4 Equilibrium Asset Pricing.- 1.5 Conclusion and Outlook.- 2 The Impact of Incomplete Information on Utility, Prices, and Interest Rates.- 2.1 Introduction.- 2.2 The Model.- 2.3 Equilibrium.- 2.4 Logarithmic Utility.- 2.5 Power Utility.- 2.6 Information, Utility, Prices, and Interest Rates: A Synthesis.- 2.7 Time-Varying Parameters.- 2.8 Conclusion.- 3 Optimal Portfolio Choice Under Heterogeneous Beliefs.- 3.1 Introduction.- 3.2 The Model.- 3.3 The Deviant Agent’s Problem.- 3.4 Optimal Portfolio Choice.- 3.5 An Example.- 3.6 Conclusion.- 4 Optimal Consumption Under Heterogeneous Beliefs.- 4.1 Introduction.- 4.2 The Cox-Huang Methodology.- 4.3 Heterogeneous Beliefs.- 4.4 An Example.- 4.5 Portfolios and Consumption: A Synthesis.- 4.6 Conclusion.- 5 Equilibrium Asset Pricing Under Heterogeneous Beliefs.- 5.1 Introduction.- 5.2 The Model.- 5.3 Equilibrium Consumption.- 5.4 Equilibrium Prices.- 5.5 Implied Risk Aversion.- 5.6 Conclusion.- 6 Costly Information, Imperfect Learning, and Information Aggregation.- 6.1 Introduction.- 6.2 The Model.- 6.3 Portfolio Choice under Costly Information.- 6.4 Equilibrium Asset Pricing.- 6.5 Information Aggregation and the Equity Premium.- 6.6 Conclusion.- 7 Summary and Conclusion.- C The Short Rate Under Heterogeneous Beliefs.- References.- List of Figures.- List of Tables.- List of Symbols.
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