Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series)

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9780195380613: Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series)
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"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 "Kerry Back offers us a rigorous, but accessible treatment of the asset pricing theory concepts that every doctoral student in finance should learn. A distinguished scholar in the field provides a presentation that is clear yet concise, and at the end of each chapter exercises that are an invaluable pedagogical tool for both students and instructors."--Eduardo Schwartz, California Chair in Real Estate and Land Economics, UCLA Anderson School of Management "In Asset Pricing and Portfolio Choice Theory Kerry Back has given us a comprehensive, rigorous and at the same time elegant and self-contained treatment of the important developments in this vast literature. It will be useful to graduate students and advanced undergraduate students in economics, finance, financial engineering, and management science as well as interested practitioners."--Ravi Jagannathan, Chicago Mercantile Exchange/John F. Sandner Professor of Finance and a Co-Director of the Financial Institutions and Markets Research Center, Kellogg School of Management, Northwestern University

Reseña del editor:

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 numerous exercises 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.

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1.

Kerry Back
Editorial: Oxford University Press Inc 2010-09-30, New York (2010)
ISBN 10: 0195380614 ISBN 13: 9780195380613
Nuevos Tapa dura Cantidad: 1
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Blackwell's
(Oxford, OX, Reino Unido)
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Descripción Oxford University Press Inc 2010-09-30, New York, 2010. hardback. Estado de conservación: New. Nº de ref. de la librería 9780195380613

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Kerry Back
Editorial: Oxford University Press Inc, United States (2010)
ISBN 10: 0195380614 ISBN 13: 9780195380613
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The Book Depository US
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Descripción Oxford University Press Inc, United States, 2010. Hardback. Estado de conservación: New. New.. 236 x 156 mm. 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 numerous exercises 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. Nº de ref. de la librería AAU9780195380613

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3.

Kerry Back
Editorial: Oxford University Press Inc, United States (2010)
ISBN 10: 0195380614 ISBN 13: 9780195380613
Nuevos Tapa dura Cantidad: 1
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The Book Depository
(London, Reino Unido)
Valoración
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Descripción Oxford University Press Inc, United States, 2010. Hardback. Estado de conservación: New. New.. 236 x 156 mm. 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 numerous exercises 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. Nº de ref. de la librería AAU9780195380613

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Kerry Back
Editorial: Oxford University Press Inc
ISBN 10: 0195380614 ISBN 13: 9780195380613
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THE SAINT BOOKSTORE
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Descripción Oxford University Press Inc. Hardback. Estado de conservación: new. BRAND NEW, Asset Pricing and Portfolio Choice Theory, Kerry Back, 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 numerous exercises 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. Nº de ref. de la librería B9780195380613

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Kerry E. Back
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ISBN 10: 0195380614 ISBN 13: 9780195380613
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Descripción Oxford University Press. Estado de conservación: New. Brand New. Nº de ref. de la librería 0195380614

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Back, Kerry
Editorial: Oxford University Press Inc (2010)
ISBN 10: 0195380614 ISBN 13: 9780195380613
Nuevos Tapa dura Primera edición Cantidad: 3
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Valoración
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Descripción Oxford University Press Inc, 2010. Estado de conservación: New. 2010. 1st Edition. Hardcover. This book covers the classical results on single-period, discrete-time, and continuous-time models of portfolio choice and asset pricing. It also treats asymmetric information, production models, various proposed explanations for the equity premium puzzle, and topics important for behavioral finance. Series: Financial Management Association Survey & Synthesis Series. Num Pages: 504 pages, 10 line drawings. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 165 x 241 x 28. Weight in Grams: 830. . . . . . . Nº de ref. de la librería V9780195380613

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Back, Kerry
Editorial: OUP USA (2010)
ISBN 10: 0195380614 ISBN 13: 9780195380613
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Books2Anywhere
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Descripción OUP USA, 2010. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería BB-9780195380613

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Back, Kerry
Editorial: Oxford University Press Inc
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Kennys Bookstore
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Descripción Oxford University Press Inc. Estado de conservación: New. 2010. 1st Edition. Hardcover. This book covers the classical results on single-period, discrete-time, and continuous-time models of portfolio choice and asset pricing. It also treats asymmetric information, production models, various proposed explanations for the equity premium puzzle, and topics important for behavioral finance. Series: Financial Management Association Survey & Synthesis Series. Num Pages: 504 pages, 10 line drawings. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 165 x 241 x 28. Weight in Grams: 830. . . . . . Books ship from the US and Ireland. Nº de ref. de la librería V9780195380613

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Back, Kerry
ISBN 10: 0195380614 ISBN 13: 9780195380613
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Descripción Estado de conservación: New. Depending on your location, this item may ship from the US or UK. Nº de ref. de la librería 97801953806130000000

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Back, Kerry
Editorial: OUP USA (2010)
ISBN 10: 0195380614 ISBN 13: 9780195380613
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English-Book-Service Mannheim
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Descripción OUP USA, 2010. Estado de conservación: New. Nº de ref. de la librería EH9780195380613

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