Asset pricing and portfolio choice theory
Auteur :
Back, Kerry
Éditeur :
Oxford University Press Inc
ISBN :
9780195380613
Date de publication :
30 sept. 2010
Dimensions :
23,6 x 15,7 x 3,1 cm
Poids :
816 g
Langue :
Anglais
Pays d'origine :
USA
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.