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portada Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat (Dynamic Modeling and Econometrics in Economics and Finance)
Type
Physical Book
Publisher
Year
2018
Language
English
Pages
192
Format
Hardcover
ISBN13
9783319987132
Edition No.
2018
Categories

Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat (Dynamic Modeling and Econometrics in Economics and Finance)

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Synopsis "Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat (Dynamic Modeling and Econometrics in Economics and Finance)"

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.

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