1 option
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
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.