Foundations for Financial Economicsby Chi-Fu Huang, Robert H. Litzenberger
This book evolved from lecture notes we have used to teach introductory PhD courses in financial economics at the Massachusetts Institute of Technology, Stanford University, and the University of Pennsylvania. Its purpose is to provide the foundations for the study of modern financial economics. Rather than giving a superficial coverage of a wide range of topics, we have chosen to concentrate our discussion on individuals' consumption and portfolio decisions under uncertainty and their implications for the valuation of securities.
- Prentice Hall Professional Technical Reference
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