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Essentials of financial economics = ...

Donadelli, Michael.

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Essentials of financial economics = a hands-on approach /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Essentials of financial economics/ by Michael Donadelli, Michele Costola, Ivan Gufler.
Reminder of title:	a hands-on approach /
Author:	Donadelli, Michael.
other author:	Costola, Michele.
Published:	Cham :Springer Nature Switzerland : : 2025.,
Description:	xxi, 243 p. :ill. (chiefly color), digital ;24 cm.
[NT 15003449]:	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.
Contained By:	Springer Nature eBook
Subject:	Finance. -
Online resource:	https://doi.org/10.1007/978-3-031-86189-5
ISBN:	9783031861895

Essentials of financial economics = a hands-on approach /
Donadelli, Michael.

Essentials of financial economicsa hands-on approach /[electronic resource] :by Michael Donadelli, Michele Costola, Ivan Gufler. - Cham :Springer Nature Switzerland :2025. - xxi, 243 p. :ill. (chiefly color), digital ;24 cm. - Springer texts in business and economics,2192-4341. - Springer texts in business and economics..

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.

This textbook offers a comprehensive guide to key topics in financial economics, seamlessly blending theoretical insights with practical applications. It covers essential areas such as portfolio allocation, asset pricing, empirical finance, and behavioral finance, providing students with a solid conceptual foundation through a combination of theory and real-world examples. Core topics include mean-variance portfolio theory, linear factor models for asset pricing, consumption-based asset pricing, the Black-Litterman asset allocation model, empirical cross-sectional asset pricing, and event studies. With a strong emphasis on hands-on implementation, the book integrates programming languages such as MATLAB, Python, Julia, and R, enabling students to apply financial models effectively. The book begins with a concise and standard review of decision-making under uncertainty, gradually advancing to topics such as intertemporal consumption choices and their impact on asset prices, before concluding with empirical tools for capturing market sentiment. By bridging fundamental and advanced finance concepts, it equips students with the necessary tools to navigate the financial landscape. Theoretical models are presented with transparency, avoiding the "black box" issue by clearly explaining mathematical derivations. This structured approach enhances learning and empowers students to utilize the provided code for key financial tasks, including portfolio management, risk analysis, and market sentiment analysis.

ISBN: 9783031861895

Standard No.: 10.1007/978-3-031-86189-5doiSubjects--Topical Terms:

542899
Finance.

LC Class. No.: HG173

Dewey Class. No.: 332

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490 1 $a Springer texts in business and economics, $x 2192-4341
505 0 $a 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.
520 $a This textbook offers a comprehensive guide to key topics in financial economics, seamlessly blending theoretical insights with practical applications. It covers essential areas such as portfolio allocation, asset pricing, empirical finance, and behavioral finance, providing students with a solid conceptual foundation through a combination of theory and real-world examples. Core topics include mean-variance portfolio theory, linear factor models for asset pricing, consumption-based asset pricing, the Black-Litterman asset allocation model, empirical cross-sectional asset pricing, and event studies. With a strong emphasis on hands-on implementation, the book integrates programming languages such as MATLAB, Python, Julia, and R, enabling students to apply financial models effectively. The book begins with a concise and standard review of decision-making under uncertainty, gradually advancing to topics such as intertemporal consumption choices and their impact on asset prices, before concluding with empirical tools for capturing market sentiment. By bridging fundamental and advanced finance concepts, it equips students with the necessary tools to navigate the financial landscape. Theoretical models are presented with transparency, avoiding the "black box" issue by clearly explaining mathematical derivations. This structured approach enhances learning and empowers students to utilize the provided code for key financial tasks, including portfolio management, risk analysis, and market sentiment analysis.
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