Beast on Wall Street Год выпуска: 0Автор: Robert A. HaugenИздательство: Страниц: 0ISBN: 0130800783Описание Shows how price-driven volatility explains many of the mysteries associated with stock price behavior. Covers the excess volatility problem of Shiller; the equity premium puzzle of Mehra and Prescot; the private information hypothesis of French and Roll; and shows why professionals have a difficult time beating the market. Portfolio Managers, Brokers, and Investment Bankers.
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