Essentials of Financial Economics : A Hands-On Approach

by Michael Donadelli, Michele Costola, Ivan Gufler

Choice under Uncertainty -- Modern Portfolio Theory -- The Capital Asset Pricing Model -- Empirical Analysis of the CAPM -- The Consumption CAPM -- Arbitrage Pricing Theory and Multi-factor Models -- Empirical Cross-Sectional Asset Pricing -- The Black-Litterman Model -- Event-Study Analysis.

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Year of publication:	2025
Authors:	Donadelli, Michael ; Costola, Michele ; Gufler, Ivan
Publisher:	2025.: Cham : Springer Nature Switzerland 2025.: Cham : Imprint: Springer
Subject:	Mean-variance asset allocation \| Asset pricing \| Black-Litterman model \| Sentiment analysis \| Uncertainty \| Portfolio theory \| Risk-Return trade off \| Asset allocation \| CAPM \| Multi-factor analysis \| APT \| Capital asset pricing model \| Cross-sectional asset pricing \| CCAPM \| Capital markets \| Matlab \| Python \| R \| Econometrics \| Portfolio-Management \| Portfolio selection \| Finanzmarkt \| Financial market \| Kapitaleinkommen \| Capital income \| Kapitalmarkttheorie \| Financial economics \| Kapitalanlage \| Financial investment \| Risiko \| Risk \| Anlageverhalten \| Behavioural finance \| Ökonometrie

Extent:	1 Online-Ressource (XXI, 243 p. 41 illus., 35 illus. in color.)
Series:	Springer Texts in Business and Economics
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Lehrbuch
Language:	English
ISBN:	978-3-031-86189-5 ; 978-3-031-86188-8 ; 978-3-031-86190-1 ; 978-3-031-86191-8
Other identifiers:	10.1007/978-3-031-86189-5 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015397272