Asset Pricing And Portfolio Choice Theory
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Asset Pricing and Portfolio Choice Theory
Author | : Kerry Back |
Publisher | : Oxford University Press, USA |
Total Pages | : 504 |
Release | : 2010 |
Genre | : Business & Economics |
ISBN | : 0195380614 |
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This book covers the classical results on single-period, discrete-time, and continuous-time models of portfolio choice and asset pricing. It also treats asymmetric information, production models, various proposed explanations for the equity premium puzzle, and topics important for behavioral finance.
Asset Pricing and Portfolio Choice Theory Related Books
Language: en
Pages: 504
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Type: BOOK - Published: 2010 - Publisher: Oxford University Press, USA
This book covers the classical results on single-period, discrete-time, and continuous-time models of portfolio choice and asset pricing. It also treats asymmet
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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 pri
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In Investors and Markets, Nobel Prize-winning financial economist William Sharpe shows that investment professionals cannot make good portfolio choices unless t
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Academic finance has had a remarkable impact on many financial services. Yet long-term investors have received curiously little guidance from academic financial