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In Asset Pricing and Portfolio Choice Theory, Kerry E. Back at last offers what is at once a welcoming introduction to and a comprehensive overview of asset pricing. Useful as a textbook for graduate students in finance, with extensive exercises and a solutions manual available for professors, the book will also serve as an essential reference for scholars and professionals, as it includes detailed proofs and calculations as section appendices.
Topics covered include the classical results on single-period, discrete-time, and continuous-time models, as well as various proposed explanations for the equity premium and risk-free rate puzzles and chapters on heterogeneous beliefs, asymmetric information, non-expected utility preferences, and production models. The book includes numerous exercises designed to provide practice with the concepts and to introduce additional results. Each chapter concludes with a notes and references section that supplies pathways to additional developments in the field.
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Kerry E. Back is J. Howard Creekmore Professor of Finance at the Jones School of Business at Rice University, and is the author of A Course in Derivative Securities: Introduction to Theory and Computation, as well as numerous journal articles in finance, economics, and mathematics.
"Kerry Back has created a masterful introduction to asset pricing and portfolio choice. It is easy to foresee this text becoming a new standard in finance PhD courses as well as a valued reference for seasoned finance scholars everywhere. The coverage of topics is comprehensive, starting in a single-period setting and then moving naturally to dynamic models in both discrete and continuous time. The numerous challenging exercises are yet another big strength. In short, an impressive achievement."--Robert F. Stambaugh, Miller Anderson & Sherrerd Professor of Finance, The Wharton School, University of Pennsylvania
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Book Description Oxford University Press. Hardcover. Condition: New. 0195380614 New Condition. Seller Inventory # NEW7.0043415
Book Description Oxford University Press, 2010. Hardcover. Condition: New. Brand New!. Seller Inventory # VIB0195380614
Book Description Oxford University Press. Condition: New. Brand New. Seller Inventory # 0195380614
Book Description OUP USA 2010-09-30, New York |Oxford, 2010. hardback. Condition: New. Seller Inventory # 9780195380613
Book Description Condition: NEW. 9780195380613 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE01584175
Book Description Oxford University Press Inc, United States, 2010. Hardback. Condition: New. New. Language: English. Brand new Book. This book is intended as a textbook for Ph.D. students in finance and as a reference book for academics. It is written at an introductory level but includes detailed proofs and calculations as section appendices. It covers the classical results on single-period, discrete-time, and continuous-time models. It also treats various proposed explanations for the equity premium and risk-free rate puzzles: persistent heterogeneous idiosyncratic risks, internal habits,external habits, and recursive utility. Most of the book assumes rational behavior, but two topics important for behavioral finance are covered: heterogeneous beliefs and non-expected-utility preferences. There are also chapters on asymmetric information and production models. The book includes numerousexercises designed to provide practice with the concepts and also to introduce additional results. Each chapter concludes with a notes and references section that supplies references to additional developments in the field. Seller Inventory # BZE9780195380613
Book Description Oxford Univ Pr, 2010. Hardcover. Condition: Brand New. 1st edition. 504 pages. 9.25x6.50x1.25 inches. In Stock. Seller Inventory # zk0195380614
Book Description Oxford University Press, USA, 2010. Hardcover. Condition: New. 1. Seller Inventory # DADAX0195380614