"Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance … policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used … to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes …

"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics … distributions, in light of their applications to portfolio theory and asset management in addition to their use in research …