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A Primer in Financial Economics. Abstract of the Discussion

Published online by Cambridge University Press:  10 June 2011

Extract

The paper ‘A Primer in Financial Economics’, which is printed immediately before this discussion, on pages 27-65, was written by Mr S. F. Whelan, Dr D. C. Bowie and Mr A. J. Hibbert after the discussion took place. It incorporates what they said at the beginning of the discussion, after the introduction by the President of the Faculty of Actuaries, and replaces those remarks.

Type
Sessional meetings: papers and abstracts of discussions
Copyright
Copyright © Institute and Faculty of Actuaries 2002

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References

Black, F., Jensen, M.C. & Scholes, M. (1972). The capital asset pricing model: some empirical texts. Reprinted in Studies in the theory of capital markets, 79124. Ed. by Jensen, M.C.. Praeger, New York.Google Scholar
Haugen, R.A. (1999). The new finance: the case against efficient markets. 2nd ed.Prentice Hall, New Jersey.Google Scholar
Müller, H.H. (1989). Modern portfolio theory: some main results, ASTIN Bulletin, 19, 5, 9–29.Google Scholar

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