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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Oxford :
Oxford University Press, USA,
2010.
|
| Series: | Financial Management Association survey and synthesis series.
|
| Subjects: | |
| Online Access: | DE-862 DE-863 |
| Summary: | 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. |
| Physical Description: | 1 online resource (504 pages) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9780199701445 019970144X |
Staff View
MARC
| LEADER | 00000cam a2200000Ma 4500 | ||
|---|---|---|---|
| 001 | ZDB-4-EBU-ocn879025849 | ||
| 003 | OCoLC | ||
| 005 | 20241004212047.0 | ||
| 006 | m o d | ||
| 007 | cr |n|---||||| | ||
| 008 | 140501s2010 enk ob 001 0 eng d | ||
| 040 | |a MHW |b eng |e pn |c MHW |d EBLCP |d OCLCO |d N$T |d E7B |d DEBSZ |d OCLCQ |d IDEBK |d YDXCP |d OCLCF |d OCLCQ |d CUI |d OCLCQ |d AGLDB |d DGU |d LIP |d OCLCQ |d STF |d OCLCQ |d U3W |d DKC |d AU@ |d OCLCQ |d YDX |d OCLCO |d OCLCQ |d OCLCO |d OCLCL |d ELBRO |d OCLCQ |d OCLCO | ||
| 019 | |a 878919469 |a 956622595 | ||
| 020 | |a 9780199701445 |q (electronic bk.) | ||
| 020 | |a 019970144X |q (electronic bk.) | ||
| 020 | |z 9780195380613 | ||
| 035 | |a (OCoLC)879025849 |z (OCoLC)878919469 |z (OCoLC)956622595 | ||
| 050 | 4 | |a HG4636 |b .B33 2010 | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 7 | |a 332.632042 | |
| 049 | |a MAIN | ||
| 100 | 1 | |a Back, K. |q (Kerry) |1 https://id.oclc.org/worldcat/entity/E39PBJp6b4QCK3dVF4r7TMWbh3 | |
| 245 | 1 | 0 | |a Asset Pricing and Portfolio Choice Theory / |c Kerry E. Back. |
| 260 | |a Oxford : |b Oxford University Press, USA, |c 2010. | ||
| 300 | |a 1 online resource (504 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Financial Management Association Survey and Synthesis Series | |
| 588 | 0 | |a Print version record. | |
| 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 | |
| 650 | 7 | |a Capital-Asset-Pricing-Modell |2 gnd |0 http://d-nb.info/gnd/4121078-5 | |
| 650 | 7 | |a Kreditmarkt |2 gnd |0 http://d-nb.info/gnd/4073788-3 | |
| 650 | 7 | |a Portfoliomanagement |2 gnd |0 http://d-nb.info/gnd/4115601-8 | |
| 758 | |i has work: |a Asset pricing and portfolio choice theory (Text) |1 https://id.oclc.org/worldcat/entity/E39PCG7KM7XxDRCM8Py6y9664y |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 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 |
| 830 | 0 | |a Financial Management Association survey and synthesis series. | |
| 966 | 4 | 0 | |l DE-862 |p ZDB-4-EBU |q FWS_PDA_EBU |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=769305 |3 Volltext |
| 966 | 4 | 0 | |l DE-863 |p ZDB-4-EBU |q FWS_PDA_EBU |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=769305 |3 Volltext |
| 938 | |a eLibro |b ELBO |n ELB164934 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL1683140 | ||
| 938 | |a ebrary |b EBRY |n ebr10867973 | ||
| 938 | |a EBSCOhost |b EBSC |n 769305 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis28268419 | ||
| 938 | |a YBP Library Services |b YANK |n 11790920 | ||
| 994 | |a 92 |b GEBAY | ||
| 912 | |a ZDB-4-EBU | ||
| 049 | |a DE-862 | ||
| 049 | |a DE-863 | ||
Record in the Search Index
| DE-BY-FWS_katkey | ZDB-4-EBU-ocn879025849 |
|---|---|
| _version_ | 1826942424610504704 |
| adam_text | |
| any_adam_object | |
| author | Back, K. (Kerry) |
| author_facet | Back, K. (Kerry) |
| author_role | |
| author_sort | Back, K. |
| author_variant | k b kb |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HG4636 |
| callnumber-raw | HG4636 .B33 2010 |
| callnumber-search | HG4636 .B33 2010 |
| callnumber-sort | HG 44636 B33 42010 |
| callnumber-subject | HG - Finance |
| collection | ZDB-4-EBU |
| 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 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.632042 |
| dewey-search | 332.632042 |
| dewey-sort | 3332.632042 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04555cam a2200625Ma 4500</leader><controlfield tag="001">ZDB-4-EBU-ocn879025849</controlfield><controlfield tag="003">OCoLC</controlfield><controlfield tag="005">20241004212047.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr |n|---|||||</controlfield><controlfield tag="008">140501s2010 enk ob 001 0 eng d</controlfield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">MHW</subfield><subfield code="b">eng</subfield><subfield code="e">pn</subfield><subfield code="c">MHW</subfield><subfield code="d">EBLCP</subfield><subfield code="d">OCLCO</subfield><subfield code="d">N$T</subfield><subfield code="d">E7B</subfield><subfield code="d">DEBSZ</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">IDEBK</subfield><subfield code="d">YDXCP</subfield><subfield code="d">OCLCF</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">CUI</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">AGLDB</subfield><subfield code="d">DGU</subfield><subfield code="d">LIP</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">STF</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">U3W</subfield><subfield code="d">DKC</subfield><subfield code="d">AU@</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">YDX</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCL</subfield><subfield code="d">ELBRO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">878919469</subfield><subfield code="a">956622595</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780199701445</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">019970144X</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9780195380613</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)879025849</subfield><subfield code="z">(OCoLC)878919469</subfield><subfield code="z">(OCoLC)956622595</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HG4636</subfield><subfield code="b">.B33 2010</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="x">027000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="7" ind2=" "><subfield code="a">332.632042</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">MAIN</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Back, K.</subfield><subfield code="q">(Kerry)</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PBJp6b4QCK3dVF4r7TMWbh3</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Asset Pricing and Portfolio Choice Theory /</subfield><subfield code="c">Kerry E. Back.</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Oxford :</subfield><subfield code="b">Oxford University Press, USA,</subfield><subfield code="c">2010.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (504 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Financial Management Association Survey and Synthesis Series</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Print version record.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="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.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="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.</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Capital assets pricing model.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85019932</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Portfolio management.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85105080</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Modèle d'évaluation des actifs financiers.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Gestion de portefeuille.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS</subfield><subfield code="x">Finance.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Capital assets pricing model</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Portfolio management</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Arbitrage-Pricing-Theorie</subfield><subfield code="2">gnd</subfield><subfield code="0">http://d-nb.info/gnd/4112584-8</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Capital-Asset-Pricing-Modell</subfield><subfield code="2">gnd</subfield><subfield code="0">http://d-nb.info/gnd/4121078-5</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="2">gnd</subfield><subfield code="0">http://d-nb.info/gnd/4073788-3</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Portfoliomanagement</subfield><subfield code="2">gnd</subfield><subfield code="0">http://d-nb.info/gnd/4115601-8</subfield></datafield><datafield tag="758" ind1=" " ind2=" "><subfield code="i">has work:</subfield><subfield code="a">Asset pricing and portfolio choice theory (Text)</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCG7KM7XxDRCM8Py6y9664y</subfield><subfield code="4">https://id.oclc.org/worldcat/ontology/hasWork</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Back, K. (Kerry).</subfield><subfield code="t">Asset pricing and portfolio choice theory.</subfield><subfield code="d">Oxford ; New York : Oxford University Press, 2010</subfield><subfield code="z">9780195380613</subfield><subfield code="w">(DLC) 2009036680</subfield><subfield code="w">(OCoLC)438053193</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Financial Management Association survey and synthesis series.</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-862</subfield><subfield code="p">ZDB-4-EBU</subfield><subfield code="q">FWS_PDA_EBU</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=769305</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-863</subfield><subfield code="p">ZDB-4-EBU</subfield><subfield code="q">FWS_PDA_EBU</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=769305</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">eLibro</subfield><subfield code="b">ELBO</subfield><subfield code="n">ELB164934</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBL - Ebook Library</subfield><subfield code="b">EBLB</subfield><subfield code="n">EBL1683140</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ebrary</subfield><subfield code="b">EBRY</subfield><subfield code="n">ebr10867973</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBSCOhost</subfield><subfield code="b">EBSC</subfield><subfield code="n">769305</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ProQuest MyiLibrary Digital eBook Collection</subfield><subfield code="b">IDEB</subfield><subfield code="n">cis28268419</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">11790920</subfield></datafield><datafield tag="994" ind1=" " ind2=" "><subfield code="a">92</subfield><subfield code="b">GEBAY</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBU</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-862</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-863</subfield></datafield></record></collection> |
| id | ZDB-4-EBU-ocn879025849 |
| illustrated | Not Illustrated |
| indexdate | 2025-03-18T14:27:47Z |
| institution | BVB |
| isbn | 9780199701445 019970144X |
| language | English |
| oclc_num | 879025849 |
| open_access_boolean | |
| owner | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| physical | 1 online resource (504 pages) |
| psigel | ZDB-4-EBU FWS_PDA_EBU ZDB-4-EBU |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Oxford University Press, USA, |
| record_format | marc |
| series | Financial Management Association survey and synthesis series. |
| series2 | Financial Management Association Survey and Synthesis Series |
| 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. |
| 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 |
| work_keys_str_mv | AT backk assetpricingandportfoliochoicetheory |