Advanced Asset Pricing Theory

Financial Asset Pricing Theory  

Posted by interes at June 30, 2014
Financial Asset Pricing Theory

Financial Asset Pricing Theory by Claus Munk
English | 2013 | ISBN: 0199585490 | 585 pages | PDF | 3,6 MB

Financial Asset Pricing Theory offers a comprehensive overview of the classic and the current research in theoretical asset pricing. Asset pricing is developed around the concept of a state-price deflator which relates the price of any asset to its future (risky) dividends and thus incorporates how to adjust for both time and risk in asset valuation.

Financial Asset Pricing Theory (repost)  eBooks & eLearning

Posted by arundhati at June 27, 2016
Financial Asset Pricing Theory (repost)

Claus Munk, "Financial Asset Pricing Theory"
2013 | ISBN: 0199585490 | 585 pages | PDF | 4 MB

Financial Asset Pricing Theory (repost)  

Posted by libr at Jan. 30, 2016
Financial Asset Pricing Theory (repost)

Financial Asset Pricing Theory by Claus Munk
English | 2013 | ISBN: 0199585490 | 585 pages | PDF | 3,6 MB

Asset Pricing Theory  

Posted by nebulae at Oct. 23, 2015
Asset Pricing Theory

Costis Skiadas, "Asset Pricing Theory"
English | ISBN: 0691139857 | 2009 | 368 pages | PDF (conv) | 12 MB

A Behavioral Approach to Asset Pricing (repost)  

Posted by interes at April 19, 2014
A Behavioral Approach to Asset Pricing (repost)

A Behavioral Approach to Asset Pricing by Hersh Shefrin
English | 2005-02-04 | ISBN: 0126393710 | 513 pages | PDF | 2,2 MB

A Behavioral Approach to Asset Pricing Theory examines the reigning assumptions of asset pricing theory and reconstructs them to incorporate findings from behavioral finance. It constructs a solid, intact structure that challenges classic assumptions and at the same time provides a strong theory and efficient empirical tools.

Theory of Asset Pricing (repost)  

Posted by interes at March 27, 2014
Theory of Asset Pricing (repost)

Theory of Asset Pricing by George Pennacchi
English | ISBN: 032112720X | 2007 | 400 pages | PDF | 4 MB

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

Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series) by Kerry Back
English | 2010 | ISBN: 0195380614 | ISBN-13: 9780195380613 | 504 pages | PDF | 17,5 MB

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…

Empirical Asset Pricing: The Cross Section of Stock Returns  eBooks & eLearning

Posted by IrGens at Dec. 1, 2016
Empirical Asset Pricing: The Cross Section of Stock Returns

Empirical Asset Pricing: The Cross Section of Stock Returns by Turan G. Bali, Robert F. Engle, Scott Murray
English | April 4, 2016 | ISBN: 1118095049 | EPUB | 512 pages | 44 MB

The Capital Asset Pricing Model in the 21st Century  eBooks & eLearning

Posted by tanas.olesya at Nov. 21, 2016
The Capital Asset Pricing Model in the 21st Century

The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives by Haim Levy
English | 4 Nov. 2011 | ISBN: 052118651X, 1107006716 | 456 Pages | PDF | 2 MB

The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility theory, have been heavily criticized theoretically and empirically.

Coursera - Asset Pricing, The University of Chicago (Part 1 + Part 2)  eBooks & eLearning

Posted by ParRus at Nov. 6, 2016
Coursera - Asset Pricing, The University of Chicago (Part 1 + Part 2)

Coursera - Asset Pricing, The University of Chicago
WEBRip | English | MP4 + PDF Guides | 960 x 540 | AVC ~253 kbps | 25 fps
AAC | 98.9 Kbps | 48.0 KHz | 2 channels | Subs: English (.srt) | 15:18:52 | 2.48 GB
Genre: eLearning Video / Economics and Finance

Are you curious about quantitative academic finance? Have you considered graduate study in finance? Are you working in an investment bank, money-management firm or hedge fund and you want to understand models better? Would you like to know what buzzwords like beta, risk premium, risk-neutral price, arbitrage, and discount factor mean? This class is for you.