Portfolio Theory and the Demand for Money

1993. Auflage 1993
ISBN: 978-0-333-57260-3
Verlag: Palgrave MacMillan UK

Buch, Englisch, 212 Seiten, Format (B × H): 140 mm x 216 mm, Gewicht: 440 g

The book is an in-depth review of the theory and empirics of the demand for money and other financial assets. The different theoretical approaches to the portfolio choice problem are described, together with an up-to-date survey of the results obtained from empirical studies of asset choice behaviour. Both single-equation studies and the more complete multi-asset portfolio models, are analysed.

Zielgruppe

Research

Autoren/Hrsg.

Thompson, Neil

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Geldwirtschaft, Währungspolitik
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Makroökonomie
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere

Inhaltsverzeichnis

List of Figures - Preface - An Introduction to Portfolio Analysis - The Mean-Variance Approach - Transactions and Precautionary Demand Models - Mixed Models and the General Utility Approach - The Empirical Demand for Money Function - Stability and the Demand for Money Function - Disequilibrium Money and Buffer Stock Models - Bank Lending Equations - The Demand for Long-Term Government Securities - Multi-asset Portfolio Models - Summary and Conclusions - Endnotes - Bibliography - Index

Über Autor(innen)

Neil Thompson is a highly respected writer, teacher and adviser, with over 36 years' experience in the people professions. He has held full or honorary professorships at four UK universities, and is now a sought-after trainer, consultant and conference speaker. He runs the Avenue Professional Development Programme, an online learning community for people professionals. His website and blog are at www.neilthompson.info. A free subscription to his humansolutions newsletter is available from: http://www.humansolutions.org.uk/bulletin.