著者紹介

内容

目次

Part 1 Capital markets: portfolio theory, G.M. Constantinides and A.G.Malliaris; finite state securities market modes and arbitrage, V. Naik;capital growth theory, N.H. Hakansson and W.T. Ziemba; the arbitrage pricingtheory and multifactor models of asset returns, G. Connor and R.A. Korajczyk;theory and empirical testing of asset pricing models, W.E. Ferson;international portfolio choice and asset pricing - an integrative survey,R.M. Stulz; a discrete time synthesis of derivative security valuation usinga term structure of futures prices, P.P. Carr and R.A. Jarrow; pricinginterest rate options, R.A. Jarrow; term structure of interest rates and thepricing of fixed income claims and bonds, T.A. Marsh; programme trading andstock index arbitrage, L. Canina and S. Figlewski; mortgage backedsecurities, W.N. Torous; market microstructure, D. Easley and M. O'Hara;financial decision-making in markets and firms - a behavioural perspective,W.F.M. De Bondt and R.H. Thaler; volatility, S.F. LeRoy and D.G. Steigerwald;asset and liability allocation in a global environment, J.M. Mulvey and W.T.Ziemba; stock market crashes, A.W. Kleidon; on the predictability of commonstock returns - world-wide evidence, G. Hawawini and D.B. Keim; efficiency ofsports and lottery betting markets, D.B. Hausch and W.T. Ziemba; performanceevaluation, M. Grinblatt and S. Titman; market manipulation, J.A. Cherian andR.A. Jarrow. Part 2 Corporate finance: real options, G. Sick; corporatefinancial structure, incentives and optimal contracting, F. Allen and A.Winton; financing investment under asymmetric information, K. Daniel and S.Titman; financial structure and the tax system, P. Swoboda and J. Zechner;dividend policy, F. Allen and R. Michaely; mergers and acquisitions -strategic and informational issues, D. Hirshleifer; financial structure andproduct market competition, V. Maksimovic; financial distress, bankruptcy andreorganization, L. Senbet and J.K. Seward; empirical methods of event studiesin corporate finance, R. Thompson; initial public offerings, R.G. Ibbotsonand J.R Ritter; seasoned equity offerings - a survey, B.E. Eckbo and R.W.Masulis; financial intermediation and the market for credit, A.V. Thakor; theUS savings and loan crisis, D.H. Pyle.