Finance: A Characteristics Approach / Edition 1

by David Blake

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:	9780415212908
Publisher:	Taylor & Francis
Publication date:	03/23/2000
Series:	Routledge International Studies in Money and Banking , #7
Pages:	144
Product dimensions:	5.44(w) x 8.50(h) x (d)
Lexile:	1430L (what's this?)

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