Handbook of the Equity Risk Premium

Name: Handbook of the Equity Risk Premium
SKU: 2772963
Price: 446.99 AUD
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Hardback

Series:

Handbooks in Finance

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Description

Edited by Rajnish Mehra, this volume focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which encompasses a number of empirical regularities in the prices of capital assets that are at odds with the predictions of standard economic theory.

Author Biography:

Kenneth Arrow is the Joan Kenney Professor of Economics and Professor of Operations Research, emeritus; a CHP/PCOR fellow; and an FSI senior fellow by courtesy. He is the joint winner of the Nobel Memorial Prize in Economics with John Hicks in 1972. To date, he is the youngest person to have received this award, at 51. In economics, he is a figure in post-World War II neo-classical economic theory. Many of his former graduate students have gone on to win the Nobel Memorial Prize themselves. His most significant works are his contributions to social choice theory, notably "Arrow's impossibility theorem", and his work on general equilibrium analysis. He has also provided foundational work in many other areas of economics, including endogenous growth theory and the economics of information. He has been co-editor of the Handbooks in Economics series since the mid-1980s.

Release date Australia

December 5th, 2007

Audience

Professional & Vocational

Contributors

Edited by Rajnish Mehra
Editorial board member G. Constantinides
Editorial board member H.M Markowitz
Editorial board member Kenneth J. Arrow
Editorial board member P.A. Samuelson
Editorial board member R.C. Merton
Editorial board member S.C. Myers
Editorial board member W.F. Sharpe

Pages

634

Series

Handbooks in Finance

Dimensions

191x235x37

ISBN-13

9780444508997

Product ID

2772963

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