Theory of Asset Pricing

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.

Theory of Asset Pricing  

Posted by roxul at April 14, 2012
Theory of Asset Pricing

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

Investments, Vol. 1: Portfolio Theory and Asset Pricing  

Posted by yousufhunk at June 8, 2011
Investments, Vol. 1: Portfolio Theory and Asset Pricing

Investments, Vol. 1: Portfolio Theory and Asset Pricing
The MIT Press | August 20, 1999 | ISBN-10: 0262050595 | 492 pages | CHM | 1.4 MB

This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the nine sections begins with an overview that introduces the main contributions

The Liquidity Theory of Asset Prices  eBooks & eLearning

Posted by arundhati at Sept. 27, 2016
The Liquidity Theory of Asset Prices

Gordon Pepper, Michael Oliver, "The Liquidity Theory of Asset Prices"
2006 | ISBN-10: 0470027398 | 190 pages | PDF | 1 MB
Studies in Contemporary Economics: State-Preference Theory and Asset Pricing

Studies in Contemporary Economics: State-Preference Theory and Asset Pricing by Heinz Zimmermann
German | 1900 | ISBN: 3790811505 | 314 Pages | PDF | 11 MB

Die State-Preference-Theorie bildet eine ideale analytische Basis zum Verständnis der ökonomischen Struktur moderner Kapitalmarktmodelle. Dieses Buch zeigt, wie ein einfaches State-Preference-Modell herangezogen werden kann, um die Bedingungen des Kapitalmarktgleichgewichts in diskreter und stetiger Zeit zu analysieren.

Finance Theory and Asset Pricing  

Posted by bookwyrm at March 25, 2012
Finance Theory and Asset Pricing

Finance Theory and Asset Pricing By Frank Milne
Publisher: =O'U-P} 1995 | 136 Pages | ISBN: 0198773986 , 0198773978 | PDF | 4 MB
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…

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.

Asset Pricing  

Posted by Mazepa777 at May 5, 2009
Asset Pricing

Instant Info Riches
Publisher Princeton University Press | ISBN: 0691074984 | edition 2001 | PDF | 530 pages | 3.88 mb

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane’s Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea–price equals expected discounted payoff–that captures the macro-economic risks underlying each security’s value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options.
Each model–consumption based, CAPM, multifactor, term structure, and option pricing–is derived as a different specification of the discounted factor.
The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas.

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