Asset Pricing and Portfolio Choice Theory
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.
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Produktdetails
- ISBN: 978-0-19-538061-3
- EAN: 9780195380613
- Produktnummer: 22188992
- Verlag: OXFORD UNIV PR
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 504 S.
- Masse: H24.3 cm x B16.4 cm x D2.9 cm 823 g
- Auflage: New
- Gewicht: 823
Über den Autor
Kerry Back is a co-editor of Finance & Stochastics, an associate editor of the Journal of Finance, and a former editor of the Review of Financial Studies. He has received various research and teaching awards, including a Batterymarch Fellowship, and is the author of A Course in Derivative Securities: Introduction to Theory and Computation (Springer) as well as numerous journal articles in finance, economics, andmathematics.
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