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Asset pricing and portfolio choice theory / Kerry E. Back.
- Format:
- Book
- Author/Creator:
- Back, K. (Kerry), author.
- Series:
- Financial Management Association survey and synthesis series.
- Financial Management Association Survey and Synthesis Series
- Language:
- English
- Subjects (All):
- Capital assets pricing model.
- Portfolio management.
- Physical Description:
- 1 online resource (745 pages)
- Edition:
- Second edition.
- Place of Publication:
- Oxford University Press 2017
- Summary:
- 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 PhD or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, it is also an essential reference for financial researchers and professionals as it includes detailed proofs and calculations as section appendices.
- Contents:
- Series page Title ASSET PRICING AND PORTFOLIO PUZZLES PART ONE Single-Period Models PART TWO Dynamic Models PART THREE Derivative Securities PART FOUR Beliefs, Information, and Preferences
- Notes:
- This edition previously issued in print: 2017.
- Includes bibliographical references and index.
- Description based on print version record.
- ISBN:
- 0-19-024117-9
- 0-19-024115-2
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