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Uncertainty, Expectations and Asset Price Dynamics : Essays in Honor of Georges Prat, Hardback Book

Uncertainty, Expectations and Asset Price Dynamics : Essays in Honor of Georges Prat Hardback

Edited by Fredj Jawadi

Part of the Dynamic Modeling and Econometrics in Economics and Finance series

Hardback

Description

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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£109.99

 
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