Asset Pricing and Portfolio Choice Theory Financial Management Association Survey and Synthesis | 1 Edition

Compare Textbook Prices for Asset Pricing and Portfolio Choice Theory Financial Management Association Survey and Synthesis 1 Edition ISBN 9780195380613 by Back, Kerry
Author: Back, Kerry
ISBN:0195380614
ISBN-13: 9780195380613
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Details about Asset Pricing and Portfolio Choice Theory Financial Management Association Survey and Synthesis:

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.

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