Asset Pricing and Portfolio Choice Theory /:
In Asset Pricing and Portfolio Choice Theory, Kerry E. Back at last offers what is at once a welcoming introduction to and a comprehensive overview of asset pricing. Useful as a textbook for graduate students in finance, with extensive exercises and a solutions manual available for professors, the b...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Oxford :
Oxford University Press, USA,
2010.
|
| Schriftenreihe: | Financial Management Association survey and synthesis series.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | In Asset Pricing and Portfolio Choice Theory, Kerry E. Back at last offers what is at once a welcoming introduction to and a comprehensive overview of asset pricing. Useful as a textbook for graduate students in finance, with extensive exercises and a solutions manual available for professors, the book will also serve as an essential reference for scholars and professionals, as it includes detailed proofs and calculations as section appendices. Topics covered include the classical results on single-period, discrete-time, and continuous-time models, as well as various proposed explanations for. |
| Beschreibung: | 1 online resource (504 pages) |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9780199701445 019970144X |
Internformat
MARC
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| 520 | |a In Asset Pricing and Portfolio Choice Theory, Kerry E. Back at last offers what is at once a welcoming introduction to and a comprehensive overview of asset pricing. Useful as a textbook for graduate students in finance, with extensive exercises and a solutions manual available for professors, the book will also serve as an essential reference for scholars and professionals, as it includes detailed proofs and calculations as section appendices. Topics covered include the classical results on single-period, discrete-time, and continuous-time models, as well as various proposed explanations for. | ||
| 505 | 0 | |a I. Single-period models. Utility functions and risk aversion coefficients ; Portfolio choice and stochastic discount factors ; Equilibrium and efficiency ; Arbitrage and stochastic discount factors ; Mean-variance analysis ; Beta pricing models ; Representative investors -- II. Dynamic models. Dynamic securities markets ; Portfolio choice by dynamic programming ; Conditional Beta pricing models ; Some dynamic equilibrium models ; Brownian motion and stochastic calculus ; Securities markets in continuous time ; Continuous-time portfolio choice and Beta pricing -- III. Derivative securities. Option pricing ; Forwards, futures, and more option pricing ; Term structure models -- IV. Topics. Heterogeneous priors ; Asymmetric information ; Alternative preferences in single-period models ; Alternative preferences in dynamic models ; Production models -- Appendices. A. Some probability and stochastic process theory. | |
| 504 | |a Includes bibliographical references and index. | ||
| 650 | 0 | |a Capital assets pricing model. |0 http://id.loc.gov/authorities/subjects/sh85019932 | |
| 650 | 0 | |a Portfolio management. |0 http://id.loc.gov/authorities/subjects/sh85105080 | |
| 650 | 6 | |a Modèle d'évaluation des actifs financiers. | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Capital assets pricing model |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 650 | 7 | |a Arbitrage-Pricing-Theorie |2 gnd |0 http://d-nb.info/gnd/4112584-8 | |
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| 776 | 0 | 8 | |i Print version: |a Back, K. (Kerry). |t Asset pricing and portfolio choice theory. |d Oxford ; New York : Oxford University Press, 2010 |z 9780195380613 |w (DLC) 2009036680 |w (OCoLC)438053193 |
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| contents | I. Single-period models. Utility functions and risk aversion coefficients ; Portfolio choice and stochastic discount factors ; Equilibrium and efficiency ; Arbitrage and stochastic discount factors ; Mean-variance analysis ; Beta pricing models ; Representative investors -- II. Dynamic models. Dynamic securities markets ; Portfolio choice by dynamic programming ; Conditional Beta pricing models ; Some dynamic equilibrium models ; Brownian motion and stochastic calculus ; Securities markets in continuous time ; Continuous-time portfolio choice and Beta pricing -- III. Derivative securities. Option pricing ; Forwards, futures, and more option pricing ; Term structure models -- IV. Topics. Heterogeneous priors ; Asymmetric information ; Alternative preferences in single-period models ; Alternative preferences in dynamic models ; Production models -- Appendices. A. Some probability and stochastic process theory. |
| ctrlnum | (OCoLC)879025849 |
| dewey-full | 332.632042 |
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| dewey-search | 332.632042 |
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| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-11-26T14:49:14Z |
| institution | BVB |
| isbn | 9780199701445 019970144X |
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| spelling | Back, K. (Kerry) https://id.oclc.org/worldcat/entity/E39PBJp6b4QCK3dVF4r7TMWbh3 Asset Pricing and Portfolio Choice Theory / Kerry E. Back. Oxford : Oxford University Press, USA, 2010. 1 online resource (504 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Financial Management Association Survey and Synthesis Series Print version record. In Asset Pricing and Portfolio Choice Theory, Kerry E. Back at last offers what is at once a welcoming introduction to and a comprehensive overview of asset pricing. Useful as a textbook for graduate students in finance, with extensive exercises and a solutions manual available for professors, the book will also serve as an essential reference for scholars and professionals, as it includes detailed proofs and calculations as section appendices. Topics covered include the classical results on single-period, discrete-time, and continuous-time models, as well as various proposed explanations for. I. Single-period models. Utility functions and risk aversion coefficients ; Portfolio choice and stochastic discount factors ; Equilibrium and efficiency ; Arbitrage and stochastic discount factors ; Mean-variance analysis ; Beta pricing models ; Representative investors -- II. Dynamic models. Dynamic securities markets ; Portfolio choice by dynamic programming ; Conditional Beta pricing models ; Some dynamic equilibrium models ; Brownian motion and stochastic calculus ; Securities markets in continuous time ; Continuous-time portfolio choice and Beta pricing -- III. Derivative securities. Option pricing ; Forwards, futures, and more option pricing ; Term structure models -- IV. Topics. Heterogeneous priors ; Asymmetric information ; Alternative preferences in single-period models ; Alternative preferences in dynamic models ; Production models -- Appendices. A. Some probability and stochastic process theory. Includes bibliographical references and index. Capital assets pricing model. http://id.loc.gov/authorities/subjects/sh85019932 Portfolio management. http://id.loc.gov/authorities/subjects/sh85105080 Modèle d'évaluation des actifs financiers. Gestion de portefeuille. BUSINESS & ECONOMICS Finance. bisacsh Capital assets pricing model fast Portfolio management fast Arbitrage-Pricing-Theorie gnd http://d-nb.info/gnd/4112584-8 Capital-Asset-Pricing-Modell gnd http://d-nb.info/gnd/4121078-5 Kreditmarkt gnd http://d-nb.info/gnd/4073788-3 Portfoliomanagement gnd http://d-nb.info/gnd/4115601-8 has work: Asset pricing and portfolio choice theory (Text) https://id.oclc.org/worldcat/entity/E39PCG7KM7XxDRCM8Py6y9664y https://id.oclc.org/worldcat/ontology/hasWork Print version: Back, K. (Kerry). Asset pricing and portfolio choice theory. Oxford ; New York : Oxford University Press, 2010 9780195380613 (DLC) 2009036680 (OCoLC)438053193 Financial Management Association survey and synthesis series. FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=769305 Volltext |
| spellingShingle | Back, K. (Kerry) Asset Pricing and Portfolio Choice Theory / Financial Management Association survey and synthesis series. I. Single-period models. Utility functions and risk aversion coefficients ; Portfolio choice and stochastic discount factors ; Equilibrium and efficiency ; Arbitrage and stochastic discount factors ; Mean-variance analysis ; Beta pricing models ; Representative investors -- II. Dynamic models. Dynamic securities markets ; Portfolio choice by dynamic programming ; Conditional Beta pricing models ; Some dynamic equilibrium models ; Brownian motion and stochastic calculus ; Securities markets in continuous time ; Continuous-time portfolio choice and Beta pricing -- III. Derivative securities. Option pricing ; Forwards, futures, and more option pricing ; Term structure models -- IV. Topics. Heterogeneous priors ; Asymmetric information ; Alternative preferences in single-period models ; Alternative preferences in dynamic models ; Production models -- Appendices. A. Some probability and stochastic process theory. Capital assets pricing model. http://id.loc.gov/authorities/subjects/sh85019932 Portfolio management. http://id.loc.gov/authorities/subjects/sh85105080 Modèle d'évaluation des actifs financiers. Gestion de portefeuille. BUSINESS & ECONOMICS Finance. bisacsh Capital assets pricing model fast Portfolio management fast Arbitrage-Pricing-Theorie gnd http://d-nb.info/gnd/4112584-8 Capital-Asset-Pricing-Modell gnd http://d-nb.info/gnd/4121078-5 Kreditmarkt gnd http://d-nb.info/gnd/4073788-3 Portfoliomanagement gnd http://d-nb.info/gnd/4115601-8 |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85019932 http://id.loc.gov/authorities/subjects/sh85105080 http://d-nb.info/gnd/4112584-8 http://d-nb.info/gnd/4121078-5 http://d-nb.info/gnd/4073788-3 http://d-nb.info/gnd/4115601-8 |
| title | Asset Pricing and Portfolio Choice Theory / |
| title_auth | Asset Pricing and Portfolio Choice Theory / |
| title_exact_search | Asset Pricing and Portfolio Choice Theory / |
| title_full | Asset Pricing and Portfolio Choice Theory / Kerry E. Back. |
| title_fullStr | Asset Pricing and Portfolio Choice Theory / Kerry E. Back. |
| title_full_unstemmed | Asset Pricing and Portfolio Choice Theory / Kerry E. Back. |
| title_short | Asset Pricing and Portfolio Choice Theory / |
| title_sort | asset pricing and portfolio choice theory |
| topic | Capital assets pricing model. http://id.loc.gov/authorities/subjects/sh85019932 Portfolio management. http://id.loc.gov/authorities/subjects/sh85105080 Modèle d'évaluation des actifs financiers. Gestion de portefeuille. BUSINESS & ECONOMICS Finance. bisacsh Capital assets pricing model fast Portfolio management fast Arbitrage-Pricing-Theorie gnd http://d-nb.info/gnd/4112584-8 Capital-Asset-Pricing-Modell gnd http://d-nb.info/gnd/4121078-5 Kreditmarkt gnd http://d-nb.info/gnd/4073788-3 Portfoliomanagement gnd http://d-nb.info/gnd/4115601-8 |
| topic_facet | Capital assets pricing model. Portfolio management. Modèle d'évaluation des actifs financiers. Gestion de portefeuille. BUSINESS & ECONOMICS Finance. Capital assets pricing model Portfolio management Arbitrage-Pricing-Theorie Capital-Asset-Pricing-Modell Kreditmarkt Portfoliomanagement |
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