Asset Pricing Theory

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Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilib...

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Détails bibliographiques
Auteur principal: Skiadas, Costis
Format: Électronique eBook
Langue:Inglés
Publié: Princeton : Princeton University Press, 2009.
Collection:Book collections on Project MUSE.
Sujets:
Portfolio-theorie.
Prijstheorie.
Optionspreistheorie
Neoklassische Theorie
Capital-Asset-Pricing-Modell
Finance > Mathematical models.
Capital assets pricing model.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Industries > General.
Finances > Modeles mathematiques.
Modele d'evaluation des actifs financiers.
Electronic books.
Accès en ligne:Texto completo
Description
Résumé:Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book's many innovations are its use of recursive utility as the benchmark.
Description matérielle:1 online resource (368 pages).
ISBN:9781400830145

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