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Oxford University Press, USA
Asset Pricing and Portfolio Choice Theory
Asset Pricing and Portfolio Choice Theory
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€127,95 EUR
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€127,95 EUR
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In Asset Pricing and Portfolio Choice Theory, Kerry E. Back at last offers what is at once a welcoming introduction to and a comprehensive overview of asset pricing. Useful as a textbook for graduate students in finance, with extensive exercises and a solutions manual available for
professors, the book will also serve as an essential reference for scholars and professionals, as it includes detailed proofs and calculations as section appendices. Topics covered include the classical results on single-period, discrete-time, and continuous-time models, as well as various proposed explanations for the equity premium and risk-free rate puzzles and chapters on heterogeneous beliefs, asymmetric information, non-expected utility preferences, and
production models. The book includes numerous exercises designed to provide practice with the concepts and to introduce additional results. Each chapter concludes with a notes and references section that supplies pathways to additional developments in the field.
Author: Kerry Back
Publisher: Oxford University Press, USA
Published: 09/10/2010
Pages: 504
Binding Type: Hardcover
Weight: 1.80lbs
Size: 9.30h x 6.20w x 1.20d
ISBN: 9780195380613
professors, the book will also serve as an essential reference for scholars and professionals, as it includes detailed proofs and calculations as section appendices. Topics covered include the classical results on single-period, discrete-time, and continuous-time models, as well as various proposed explanations for the equity premium and risk-free rate puzzles and chapters on heterogeneous beliefs, asymmetric information, non-expected utility preferences, and
production models. The book includes numerous exercises designed to provide practice with the concepts and to introduce additional results. Each chapter concludes with a notes and references section that supplies pathways to additional developments in the field.
Author: Kerry Back
Publisher: Oxford University Press, USA
Published: 09/10/2010
Pages: 504
Binding Type: Hardcover
Weight: 1.80lbs
Size: 9.30h x 6.20w x 1.20d
ISBN: 9780195380613
About the Author
Kerry E. Back is J. Howard Creekmore Professor of Finance at the Jones School of Business at Rice University, and is the author of A Course in Derivative Securities: Introduction to Theory and Computation, as well as numerous journal articles in finance, economics, and mathematics.
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