<section name="raw">
    <SEQUENTIAL>
      <record key="001" att1="001" value="145831" att2="145831">001   145831</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Buch</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="079" subkey="y">http://books.google.com/books?id=XzL1K5WcP4QC&amp;printsec=frontcover</field>
      <field key="079" subkey="z">LeRoy, Stephen F. - et al., Principles of Financial Economics (Google Book Search, Limited Preview)</field>
      <field key="100" subkey="">LeRoy, Stephen F.</field>
      <field key="100" subkey="b">Ross, Stephen A. (Pr.)</field>
      <field key="104" subkey="a">Werner, Jan</field>
      <field key="331" subkey="">Principles of Financial Economics</field>
      <field key="403" subkey="">1. Ed.</field>
      <field key="410" subkey="">Cambridge, New York, Oakleigh</field>
      <field key="412" subkey="">Cambridge University Press</field>
      <field key="425" subkey="">2001</field>
      <field key="433" subkey="">xx, 280 pp.</field>
      <field key="517" subkey="c">from the Table of Contents: Preface; Equilibrium and Arbitrage: Equilibrium in Security Markets; Linear Pricing; Arbitrage and</field>
      <field key="Pos" subkey="i">tive Pricing; Portfolio Restrictions; Valuation: Valuation; State Prices and Risk-Neutral Probabilities; Valuation under</field>
      <field key="Por" subkey="t">folio Restrictions; Risk: Expected Utility; Risk Aversion; Risk; Optimal Portfolios: Optimal Portfolios with One Risky</field>
      <field key="Sec" subkey="u">rity; Comparative Statics of Optimal Portfolios; Optimal Portfolios with Several Risky Securities; Equilibrium Prices and</field>
      <field key="All" subkey="o">cations: Consumption-Based Security Pricing; Complete Markets and Pareto-Optimal Allocations of Risk; Optimality in</field>
      <field key="Inc" subkey="o">mplete Security Markets; Mean-Variance Analysis: The Expectations and Pricing Kernels; The Mean-Variance Frontier Payoffs;</field>
      <field key="Cap" subkey="i">tal Asset Pricing Model; Factor Pricing; Multidate Security Markets: Equilibrium in Multidate Security Markets; Multidate</field>
      <field key="Arb" subkey="i">trage and Positivity; Dynamically Complete Markets; Valuation; Martingale Property of Security Prices: Event Prices,</field>
      <field key="Ris" subkey="k">-Neutral Probabilities, and the Pricing Kernel; Security Gains as Martingales; Conditional Consumption-Based Security</field>
      <field key="Pri" subkey="c">ing; Conditional Beta Pricing and the CAPM;</field>
      <field key="540" subkey="">0-521-58605-4</field>
      <field key="544" subkey="">17823-A</field>
      <field key="700" subkey="b">332</field>
      <field key="700" subkey="b">Financial economics</field>
      <field key="710" subkey="">Investments -- Mathematical models</field>
      <field key="710" subkey="">Finance -- Mathematical models</field>
      <field key="710" subkey="">Economics -- Mathematical models</field>
      <field key="710" subkey="">Securities -- Prices -- Mathematical models</field>
      <field key="710" subkey="">Capital market -- Mathematical models</field>
    </SEQUENTIAL>
  </section>