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Financial economics

Table of contents

Arbitrage

Behavioral finance

Business economics

Corporate finance

Finance journals

Finance theories

Financial economists

Financial models

Portfolio theories

2000s United States housing bubble

Agflation

Ask price

Asset pricing

Asset specificity

Behavioral economics

Behavioral strategy

Bid price

Biflation

Bootstrapping (finance)

Bull (stock market speculator)

Business valuation

Business value

Capital adequacy ratio

Capital asset

Chattel mortgage

Commission (remuneration)

Constant proportion portfolio insurance

Consumer debt

Consumer leverage ratio

Consumption-based capital asset pricing model

Corporate debt bubble

Cost of carry

Country risk

Covered interest arbitrage

Cryptoeconomics

Cyclical asymmetry

Debt levels and flows

Deutsche Bank Prize in Financial Economics

Dynamic asset allocation

Efficient frontier

Epistemology of finance

European Finance Association

Excess reserves

External debt

Financial Literacy and Education Commission

Financial econometrics

Financial innovation

Financial literacy

Financialization

Fixed interest rate loan

Foreign portfolio investment

Forward exchange rate

Forward price

Forward rate

Fundamental theorem of asset pricing

Fundraising

Goodwill (accounting)

Hamada's equation

Hansen–Jagannathan bound

Holding value

Home equity protection

Hybrid market

Implementation shortfall

Indexation

Inflation

Information coefficient

Intangible asset finance

Interest rate parity

Internal debt

International Fisher effect

International finance

Intertemporal CAPM

Intertemporal portfolio choice

Investment protection

Journal of Financial Economics

Limits to arbitrage

Lookback option

Low-volatility anomaly

Market anomaly

Market correction

Market microstructure

Market trend

Markowitz model

Master of Financial Economics

Merton's portfolio problem

Modigliani–Miller theorem

Monopoly price

Mutual fund separation theorem

Neglected firm effect

Neoclassical finance

No-trade theorem

No free lunch with vanishing risk

Noisy market hypothesis

Open interest (futures)

Political risk

Portfolio insurance

Portfolio optimization

Post–earnings-announcement drift

Price discovery

Pricing schedule

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