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Asset Pricing and Portfolio Choice Theory

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ISBN-10: 0195380614

ISBN-13: 9780195380613

Edition: 2010

Authors: Kerry Back

List price: $120.00
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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, andcontinuous-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 forbehavioral finance are covered: heterogeneous beliefs and non-expected-utility preferences. There are also chapters on…    
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Book details

List price: $120.00
Copyright year: 2010
Publisher: Oxford University Press, Incorporated
Publication date: 9/10/2010
Binding: Hardcover
Pages: 504
Size: 6.50" wide x 9.25" long x 1.25" tall
Weight: 2.090
Language: English