Beschreibung Back, K: Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis). In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, the book is also an essential reference for financial researchers and professionals, as it includes detailed proofs and calculations as section appendices. The first two parts of the book explain portfolio choice and asset pricing theory in single-period, discrete-time, and continuous-time models. For valuation, the focus throughout is on stochastic discount factors and their properties. A section on derivative securities covers the usual derivatives (options, forwards and futures, and term structure models) and also applications of perpetual options to corporate debt, real options, and optimal irreversible investment. A chapter on "explaining puzzles" and the last part of the book provide introductions to a number of additional current topics in asset pricing research, including rare disasters, long-run risks, external and internal habits, asymmetric and incomplete information, heterogeneous beliefs, and non-expected-utility preferences. Each chapter includes a "Notes and References" section providing additional pathways to the literature. Each chapter also includes extensive exercises.
Investment Under Uncertainty: : Dixit, Avinash K ~ Back, K: Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis) Kerry E. Back. 4,7 von 5 Sternen 4. Gebundene Ausgabe. 85,86 € Nur noch 4 auf Lager. Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) Steven Shreve. 4,3 von 5 Sternen 80. Gebundene Ausgabe. 42,94 € Stochastic Calculus for Finance I: The Binomial Asset .
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Lu Zhang / Fisher College of Business ~ Dr. Lu Zhang is The John W. Galbreath Chair, Professor of Finance, at Fisher College of Business, The Ohio State University, as well as Research Associate at National Bureau of Economic Research (Asset Pricing program) and Associate Editor for Journal of Financial Economics and Journal of Financial and Quantitative Analysis.
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Asset Pricing under Asymmetric Information: Bubbles ~ Back, K: Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis) Kerry E. Back. 4,7 von 5 Sternen 4. Gebundene Ausgabe . 87,50 € Weiter. Kunden haben sich auch diese Produkte angesehen. Seite 1 von 1 Zum Anfang Seite 1 von 1 . Diese Einkaufsfunktion lädt weitere Artikel, wenn die Eingabetaste gedrückt wird. Um aus diesem Karussell zu navigieren .
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