The Resource Asset pricing and portfolio choice theory, Kerry E. Back, (electronic resource)
Asset pricing and portfolio choice theory, Kerry E. Back, (electronic resource)
Resource Information
The item Asset pricing and portfolio choice theory, Kerry E. Back, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Asset pricing and portfolio choice theory, Kerry E. Back, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- Summary
- In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, the book is also an essential reference for financial researchers and professionals, as it includes detailed proofs and calculations as section appendices. The first two parts of the book explain portfolio choice and asset pricing theory in single-period, discrete-time, and continuous-time models. For valuation, the focus throughout is on stochastic discount factors and their properties. A section on derivative securities covers the usual derivatives (options, forwards and futures, and term structure models) and also applications of perpetual options to corporate debt, real options, and optimal irreversible investment. A chapter on "explaining puzzles " and the last part of the book provide introductions to a number of additional current topics in asset pricing research, including rare disasters, long-run risks, external and internal habits, asymmetric and incomplete information, heterogeneous beliefs, and non-expected-utility preferences. Each chapter includes a "Notes and References" section providing additional pathways to the literature. Each chapter also includes extensive exercises.--
- Language
- eng
- Edition
- Second edition.
- Extent
- 1 online resource
- Isbn
- 9780190241179
- Label
- Asset pricing and portfolio choice theory
- Title
- Asset pricing and portfolio choice theory
- Statement of responsibility
- Kerry E. Back
- Language
- eng
- Summary
- In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, the book is also an essential reference for financial researchers and professionals, as it includes detailed proofs and calculations as section appendices. The first two parts of the book explain portfolio choice and asset pricing theory in single-period, discrete-time, and continuous-time models. For valuation, the focus throughout is on stochastic discount factors and their properties. A section on derivative securities covers the usual derivatives (options, forwards and futures, and term structure models) and also applications of perpetual options to corporate debt, real options, and optimal irreversible investment. A chapter on "explaining puzzles " and the last part of the book provide introductions to a number of additional current topics in asset pricing research, including rare disasters, long-run risks, external and internal habits, asymmetric and incomplete information, heterogeneous beliefs, and non-expected-utility preferences. Each chapter includes a "Notes and References" section providing additional pathways to the literature. Each chapter also includes extensive exercises.--
- Assigning source
- Provided by Publisher
- Cataloging source
- DLC
- http://library.link/vocab/creatorName
- Back, K.
- Illustrations
- illustrations
- Index
- index present
- Literary form
- non fiction
- Nature of contents
- bibliography
- Series statement
- Financial Management Association survey and synthesis series
- http://library.link/vocab/subjectName
-
- Capital assets pricing model
- Portfolio management
- Label
- Asset pricing and portfolio choice theory, Kerry E. Back, (electronic resource)
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type MARC source
- rdacontent
- Control code
- EDZ0001672332
- Edition
- Second edition.
- Extent
- 1 online resource
- Form of item
- online
- Governing access note
- Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
- Isbn
- 9780190241179
- Media category
- computer
- Media MARC source
- rdamedia
- Other physical details
- illustrations (black and white).
- Specific material designation
- remote
- System control number
- (OCoLC)945586118
- Label
- Asset pricing and portfolio choice theory, Kerry E. Back, (electronic resource)
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type MARC source
- rdacontent
- Control code
- EDZ0001672332
- Edition
- Second edition.
- Extent
- 1 online resource
- Form of item
- online
- Governing access note
- Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
- Isbn
- 9780190241179
- Media category
- computer
- Media MARC source
- rdamedia
- Other physical details
- illustrations (black and white).
- Specific material designation
- remote
- System control number
- (OCoLC)945586118
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Asset-pricing-and-portfolio-choice-theory-Kerry/WUCvlul_bDo/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Asset-pricing-and-portfolio-choice-theory-Kerry/WUCvlul_bDo/">Asset pricing and portfolio choice theory, Kerry E. Back, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
