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:

New York, NY : 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.

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