发表于2024-12-22
Asset Pricing and Portfolio Choice Theory 2024 pdf epub mobi 电子书
图书标签: 金融 资产定价 经济金融 Finance 金融学-金融数学 計算金融 美國 決策論
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.
Cochrane的理论部分跟这本书相比就是个笑话。
评分新的经典教材,内容翔实又严谨。
评分难度挺大,有时候推导比较跳跃,要学会自己补全。好书,第二版也出来了。第一次买外国出版的书,真贵。
评分Cochrane的理论部分跟这本书相比就是个笑话。
评分难度挺大,有时候推导比较跳跃,要学会自己补全。好书,第二版也出来了。第一次买外国出版的书,真贵。
Asset Pricing and Portfolio Choice Theory 2024 pdf epub mobi 电子书