Author: Dimitrios Kostamis
Publisher:
ISBN:
Category :
Languages : en
Pages : 318
Book Description
Three Essays on Procurement Under Bargaining and Asymmetric Information
Author: Dimitrios Kostamis
Publisher:
ISBN:
Category :
Languages : en
Pages : 318
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 318
Book Description
Three essays on venture capital contracting
Author: Ibolya Schindele
Publisher: Rozenberg Publishers
ISBN: 9051709471
Category : Contracts
Languages : en
Pages : 181
Book Description
Publisher: Rozenberg Publishers
ISBN: 9051709471
Category : Contracts
Languages : en
Pages : 181
Book Description
Three Essays on Participative Budgeting
Author: Tae-Young Paik
Publisher:
ISBN:
Category :
Languages : en
Pages : 352
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 352
Book Description
Three Essays on Evolution of Financial Structure and Performance of Young Firms
Author: Jie Zhang
Publisher:
ISBN:
Category :
Languages : en
Pages : 126
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 126
Book Description
Essays on Value of Information, Communication, and Delegation in Principal and Agent Relationships
Author: Changyong Ham
Publisher:
ISBN:
Category : Commercial agents
Languages : en
Pages : 202
Book Description
Publisher:
ISBN:
Category : Commercial agents
Languages : en
Pages : 202
Book Description
Dissertation Abstracts International
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 580
Book Description
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 580
Book Description
Essays in Accounting Theory in Honour of Joel S. Demski
Author: Rick Antle
Publisher: Springer Science & Business Media
ISBN: 0387303995
Category : Business & Economics
Languages : en
Pages : 334
Book Description
The integration of accounting and the economics of information developed by Joel S. Demski and those he inspired has revolutionized accounting thought. This volume collects papers on accounting theory in honor of Professor Demski. The book also contains an extensive review of Professor Demski’s own contributions to the theory of accounting over the past four decades.
Publisher: Springer Science & Business Media
ISBN: 0387303995
Category : Business & Economics
Languages : en
Pages : 334
Book Description
The integration of accounting and the economics of information developed by Joel S. Demski and those he inspired has revolutionized accounting thought. This volume collects papers on accounting theory in honor of Professor Demski. The book also contains an extensive review of Professor Demski’s own contributions to the theory of accounting over the past four decades.
Handbook of the Economics of Finance
Author: G. Constantinides
Publisher: Elsevier
ISBN: 9780444513632
Category : Business & Economics
Languages : en
Pages : 698
Book Description
Arbitrage, State Prices and Portfolio Theory / Philip h. Dybvig and Stephen a. Ross / - Intertemporal Asset Pricing Theory / Darrell Duffle / - Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance / Wayne E. Ferson / - Consumption-Based Asset Pricing / John y Campbell / - The Equity Premium in Retrospect / Rainish Mehra and Edward c. Prescott / - Anomalies and Market Efficiency / William Schwert / - Are Financial Assets Priced Locally or Globally? / G. Andrew Karolyi and Rene M. Stuli / - Microstructure and Asset Pricing / David Easley and Maureen O'hara / - A Survey of Behavioral Finance / Nicholas Barberis and Richard Thaler / - Derivatives / Robert E. Whaley / - Fixed-Income Pricing / Qiang Dai and Kenneth J. Singleton.
Publisher: Elsevier
ISBN: 9780444513632
Category : Business & Economics
Languages : en
Pages : 698
Book Description
Arbitrage, State Prices and Portfolio Theory / Philip h. Dybvig and Stephen a. Ross / - Intertemporal Asset Pricing Theory / Darrell Duffle / - Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance / Wayne E. Ferson / - Consumption-Based Asset Pricing / John y Campbell / - The Equity Premium in Retrospect / Rainish Mehra and Edward c. Prescott / - Anomalies and Market Efficiency / William Schwert / - Are Financial Assets Priced Locally or Globally? / G. Andrew Karolyi and Rene M. Stuli / - Microstructure and Asset Pricing / David Easley and Maureen O'hara / - A Survey of Behavioral Finance / Nicholas Barberis and Richard Thaler / - Derivatives / Robert E. Whaley / - Fixed-Income Pricing / Qiang Dai and Kenneth J. Singleton.
Essays on Financial Analytics
Author: Pascal Alphonse
Publisher: Springer Nature
ISBN: 303129050X
Category :
Languages : en
Pages : 344
Book Description
Publisher: Springer Nature
ISBN: 303129050X
Category :
Languages : en
Pages : 344
Book Description
Contract Theory in Continuous-Time Models
Author: Jakša Cvitanic
Publisher: Springer Science & Business Media
ISBN: 3642141994
Category : Mathematics
Languages : en
Pages : 258
Book Description
In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying "profit/loss" values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.
Publisher: Springer Science & Business Media
ISBN: 3642141994
Category : Mathematics
Languages : en
Pages : 258
Book Description
In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying "profit/loss" values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.