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Following the huge success of the first edition, this second edition has been fully revised and updated to reflect new developments in theory and practice, including:     Behavioural finance: Preferences, arbitrage and learning Mean-variance and intertemporal asset allocation Performance of mutual and hedge funds Momentum, value-glamour strategies, style investing, market timing. Stochastic discount factor models: Equity premium and volatility puzzles Affine and cash-in-advance models Value at risk: Monte Carlo simulation, bootstrapping. Market microstructure: FX markets, technical trading, chartism Calibration, regime switching, data snooping, non-linear models.   The authors provide theories and tests of competing ideas in financial markets using examples from the stock, bond and foreign exchange markets. Emphasis is placed on how models inform real-world decisions, making this book accessible to both students and quants practitioners studying the behaviour of asset returns and prices.   REVIEWS FOR 1ST EDITION   Review of 1st edition in Journal of Banking and Finance (22, pp 121-124):   “In general the book is well written with a lucid exposition and Cuthbertson is eager on giving intuitive explanations whenever possible. Thus students and empirical researchers in macroeconomics and finance will undoubtedly find the book very valuable.”  Tom Engsted, Aarhus School of Business, Aarhus, Denmark   Review of 1st edition in Journal of Finance (53(1), pp. 417-420):   “I found the book accessible and informative on a variety of topics. It provided me with a different perspective on some of the recent empirical literature. I believe that many finance doctoral student and academics would find it to be a useful resource and a handy reference.”  Robert F. 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Seldom, however, are theeconomic and statistical models correctly specified, the datacomplete or capable of being replicated, the estimation rulesoptimal and the inferences free of distortion. Faced with theseproblems, Maximum Entropy Economeirics provides a new basis forlearning from economic and statistical models that may benon-regular in the sense that they are ill-posed or underdeterminedand the data are partial or incomplete. By extending the maximumentropy formalisms used in the physical sciences, the authorspresent a new set of generalized entropy techniques designed torecover information about economic systems. The authors compare thegeneralized entropy techniques with the performance of the relevanttraditional methods of information recovery and clearly demonstratetheories with applications including  * Pure inverse problems that include first order Markov processes,and input-output, multisectoral or SAM models to  * Inverse problems with noise that include statistical modelssubject to ill-conditioning, non-normal errors, heteroskedasticity,autocorrelation, censored, multinomial and simultaneous responsedata, as well as model selection and non-stationary and dynamiccontrol problems  Maximum Entropy Econometrics will be of interest to econometricianstrying to devise procedures for recovering information from partialor incomplete data, as well as quantitative economists in financeand business, statisticians, and students and applied researchersin econometrics, engineering and the physical sciences.","brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":50356418806033,"sku":"CIN0471953113G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ NEW \/ INGRAM","offer_id":51121078141201,"sku":"NIN9780471953111","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":51396451762449,"sku":"GOR014255861","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52134281445649,"sku":"NLS9780471953111","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":52435900793105,"sku":"CIN0471953113VG","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0471953113.jpg?v=1751166248"},{"product_id":"yield-curve-estimation-and-interpretation-book-francis-breedon-9780471962076","title":"Yield Curve Estimation and Interpretation","description":"A yield curve is a graph which indicates the term structure of interest rates by plotting the yields of all bonds of the same quality. 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