Finance: A Characteristics Approach

by David Blake (Editor)

Overview

Since the 1980s, the characteristics model in economics has been applied to the field of finance, and offers a fresh perspective for understanding financial behaviour. This book brings together some of the latest research by leading exponents of the characteristics model and its application to finance.

Product Details

ISBN-13:	9781134614707
Publisher:	Taylor & Francis
Publication date:	09/11/2002
Series:	Routledge International Studies in Money and Banking , #7
Sold by:	Barnes & Noble
Format:	eBook
Pages:	144
File size:	1 MB

About the Author

David Blake

Table of Contents

1. Introduction 2. Portfolio behaviour and asset pricing in a characteristics framework 3. Financial intermediation and financial innovation in a characteristics framework 4. A characteristics definition of financial markets 5. The computation of interest equivalences for the nonprice characteristics of bank products 6. A characteristics analysis of financial innovations in short term retail financial products