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.
發表於2024-12-23
Asset Pricing and Portfolio Choice Theory 2024 pdf epub mobi 電子書 下載
圖書標籤: 金融 資産定價 經濟金融 Finance 金融學-金融數學 計算金融 美國 決策論
新的經典教材,內容翔實又嚴謹。
評分最好的資産定價書之一
評分最好的資産定價書之一
評分新的經典教材,內容翔實又嚴謹。
評分見過作者瞭歐耶
Asset Pricing and Portfolio Choice Theory 2024 pdf epub mobi 電子書 下載