Asset Pricing and Portfolio Choice Theory
Author | : Kerry Back |
Publisher | : Oxford University Press, USA |
Total Pages | : 504 |
Release | : 2010 |
ISBN-10 | : 9780195380613 |
ISBN-13 | : 0195380614 |
Rating | : 4/5 (614 Downloads) |
Download or read book Asset Pricing and Portfolio Choice Theory written by Kerry Back and published by Oxford University Press, USA. This book was released on 2010 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.