Hledání v autorech: "George Pennacchi" | Nalezených publikací: 1
Theory of Asset Pricing (Addison-Wesley Series in Finance)
Autor: George Pennacchi | Vydavatel: Prentice Hall
KEY MESSAGE: Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing. Single-Period Portfolio Choice and Asset Pricing: Expected Utility and Risk Aversion; Mean-Variance Analysis; CAPM, Arbitrage, and Linear Factor Models; Consumption-Savings and State Pricing; Multiperiod Consumption, Portfolio Choice, and Asset Pricing: A Multiperiod Discrete Time Model of Consupmtion; Multiperiod Market Equilibrium; Contingent Cl…
| Přidáno: 15.05.2007 | ISBN: 032112720X | Stran: 400 | Cena: £ 52,24 | Jazyk: anglicky |
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