Asset pricing theory:
Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilib...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton
Princeton University Press
[2009]
|
| Series: | Princeton series in finance
|
| Subjects: | |
| Online Access: | DE-521 DE-1043 DE-1046 DE-859 DE-860 DE-739 DE-858 Volltext |
| Summary: | Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book's many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature. Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built. Covers in depth the modern theoretical foundations of competitive asset pricing and consumption/portfolio choice Uses recursive utility as the benchmark preference representation in dynamic settings Sets the foundations for advanced modeling using geometric arguments and martingale methodology Features self-contained mathematical appendixes Includes extensive end-of-chapter exercises |
| Physical Description: | 1 Online-Ressource (xv, 346 Seiten) Diagramme |
| ISBN: | 9781400830145 |
| DOI: | 10.1515/9781400830145 |
Staff View
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| indexdate | 2025-02-19T17:26:35Z |
| institution | BVB |
| isbn | 9781400830145 |
| language | English |
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| spelling | Skiadas, Costis 1965- Verfasser (DE-588)137851480 aut Asset pricing theory Costis Skiadas Princeton Princeton University Press [2009] © 2009 1 Online-Ressource (xv, 346 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Princeton series in finance Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book's many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature. Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built. Covers in depth the modern theoretical foundations of competitive asset pricing and consumption/portfolio choice Uses recursive utility as the benchmark preference representation in dynamic settings Sets the foundations for advanced modeling using geometric arguments and martingale methodology Features self-contained mathematical appendixes Includes extensive end-of-chapter exercises BUSINESS & ECONOMICS / Finance / General bisacsh Capital assets pricing model Finance - Mathematical models Finance Mathematical models Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Neoklassische Theorie (DE-588)4115360-1 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 s Optionspreistheorie (DE-588)4135346-8 s Neoklassische Theorie (DE-588)4115360-1 s 1\p DE-604 Erscheint auch als Druck-Ausgabe 978-0-691-13985-2 (DE-604)BV035334335 https://doi.org/10.1515/9781400830145 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Skiadas, Costis 1965- Asset pricing theory BUSINESS & ECONOMICS / Finance / General bisacsh Capital assets pricing model Finance - Mathematical models Finance Mathematical models Optionspreistheorie (DE-588)4135346-8 gnd Neoklassische Theorie (DE-588)4115360-1 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| subject_GND | (DE-588)4135346-8 (DE-588)4115360-1 (DE-588)4121078-5 |
| title | Asset pricing theory |
| title_auth | Asset pricing theory |
| title_exact_search | Asset pricing theory |
| title_full | Asset pricing theory Costis Skiadas |
| title_fullStr | Asset pricing theory Costis Skiadas |
| title_full_unstemmed | Asset pricing theory Costis Skiadas |
| title_short | Asset pricing theory |
| title_sort | asset pricing theory |
| topic | BUSINESS & ECONOMICS / Finance / General bisacsh Capital assets pricing model Finance - Mathematical models Finance Mathematical models Optionspreistheorie (DE-588)4135346-8 gnd Neoklassische Theorie (DE-588)4115360-1 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance / General Capital assets pricing model Finance - Mathematical models Finance Mathematical models Optionspreistheorie Neoklassische Theorie Capital-Asset-Pricing-Modell |
| url | https://doi.org/10.1515/9781400830145 |
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