Coverart for item
The Resource Asset pricing and portfolio choice theory, Kerry E. Back, (electronic resource)

Asset pricing and portfolio choice theory, Kerry E. Back, (electronic resource)

Label
Asset pricing and portfolio choice theory
Title
Asset pricing and portfolio choice theory
Statement of responsibility
Kerry E. Back
Creator
Subject
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.--
Member of
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)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1093/acprof:oso/9780190241148.001.0001
Instantiates
Publication
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)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1093/acprof:oso/9780190241148.001.0001
Publication
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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