Handbook of the Economics of Finance

Content: 
Copyright
Page iv

Introduction to the Series
Page xxiii

Preface
Pages xxv-xxxii

Chapter 12 - Advances in Consumption-Based Asset Pricing: Empirical Tests
Pages 799-906
Sydney C. Ludvigson

Chapter 13 - Bond Pricing and the Macroeconomy
Pages 907-967
Gregory R. Duffee

Chapter 14 - Investment Performance: A Review and Synthesis
Pages 969-1010
Wayne E. Ferson

Chapter 15 - Mutual Funds
Pages 1011-1061
Edwin J. Elton, Martin J. Gruber

Chapter 16 - Hedge Funds
Pages 1063-1125
William Funga, David A. Hsiehb

Chapter 17 - Financial Risk Measurement for Financial Risk Management
Pages 1127-1220
Torben G. Andersen, Tim Bollerslev, Peter F. Christoffersen, Francis X. Diebold

Chapter 18 - Bubbles, Financial Crises, and Systemic Risk
Pages 1221-1288
Markus K. Brunnermeier, Martin Oehmke

Chapter 19 - Market Liquidity—Theory and Empirical Evidence
Pages 1289-1361
Dimitri Vayanos, Jiang Wang

Chapter 20 - Credit Derivatives
Pages 1363-1396
John Hull, Alan White

Chapter 21 - Household Finance: An Emerging Field
Pages 1397-1532
Luigi Guiso, Paolo Sodini

Chapter 22 - The Behavior of Individual Investors
Pages 1533-1570
Brad M. Barber, Terrance Odean

Chapter 23 - Risk Pricing over Alternative Investment Horizons
Pages 1571-1611
Lars Peter Hansen

Index
Pages I-XXVI