Vui lòng dùng định danh này để trích dẫn hoặc liên kết đến tài liệu này:
Nhan đề: Asset Pricing and Portfolio Choice Theory
Tác giả: Back, Kerry E.
Từ khoá: Financial Economics
"Portfolio management. "
"Capital assets pricing model. "
Năm xuất bản: 2017
Nhà xuất bản: Oxford University Press
Tóm tắt: "This book is intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level and as a reference for financial researchers. 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. Traditional factor models, including the CAPM, are related to or derived from stochastic discount factors. A chapter on stochastic calculus provides the needed tools for analyzing continuous‐time models. A chapter on “ex‐plaining puzzles” and the last two parts of the book provide introductions to a number of current topics in asset pricing research, including rare disasters, long‐run risks, external and internal habits, real options, corporate financing options, asymmetric and incomplete information, heterogeneous beliefs, and non‐expected‐utility preferences. Each chapter includes a “Notes and References” section and exercises for students. "
Định danh:
ISBN: 9780190241179 (e)
Bộ sưu tập: Tài chính Ngân hàng_Oxford Scholarship_Sách

Các tập tin trong tài liệu này:
Tập tin Mô tả Kích thước Định dạng  
SA2265-9780190241148-miscMatter-1.pdfCover162.93 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-1.pdfUtility and Risk Aversion858.47 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-2.pdfPortfolio Choice888.43 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-3.pdfStochastic Discount Factors1.11 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-4.pdfEquilibrium and Efficiency772.71 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-5.pdfMean-Variance Analysis1.13 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-6.pdfFactor Models1.15 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-7.pdfRepresentative Investors699.06 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-8.pdfDynamic Securities Markets647.68 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-9.pdfDynamic Portfolio Choice1.1 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-10.pdfDynamic Asset Pricing875.02 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-11.pdfExplaining Puzzles1.05 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-12.pdfBrownian Motion and Stochastic Calculus1.09 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-13.pdfContinuous-Time Markets850.34 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-14.pdfContinuous-Time Portfolio Choice and Pricing901.12 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-15.pdfContinuous-Time Topics1.11 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-16.pdfOption Pricing1.11 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-17.pdfForwards, Futures, and More Option Pricing979.1 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-18.pdfTerm Structure Models1.03 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-19.pdfPerpetual Options and the Leland Model914.77 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-20.pdfReal Options and q Theory1.3 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-21.pdfHeterogeneous Beliefs596.58 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-22.pdfRational Expectations Equilibria918.44 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-23.pdfLearning764.95 kBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-24.pdfInformation, Strategic Trading, and Liquidity1.16 MBAdobe PDFXem/Tải về
SA2265-9780190241148-chapter-25.pdfAlternative Preferences1.19 MBAdobe PDFXem/Tải về
SA2265-9780190241148-appendix-1.pdfAppendix A Some Probability and Stochastic Process Theory670.29 kBAdobe PDFXem/Tải về
SA2265-9780190241148-bibliography-1.pdfBibliography264.88 kBAdobe PDFXem/Tải về
SA2265-9780190241148-indexList-1.pdfIndex176.54 kBAdobe PDFXem/Tải về

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