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Asset Pricing and Portfolio Choice Theory读书介绍

类别 页数 译者 网友评分 年代 出版社
书籍 504页 9.3 2020 Oxford University Press
定价 出版日期 最近访问 访问指数
USD 105.00 2020-02-20 … 2021-08-03 … 89
主题/类型/题材/标签
金融,经济金融,Finance,美國,学术,
作者
Kerry Back      ISBN:9780195380613    原作名/别名:《》
内容和作者简介
Asset Pricing and Portfolio Choice Theory摘要

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...

作者简介

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.

本书后续版本
未发行或暂未收录
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