Entrar
    Book cover
    Compartilhar
    Editar
    • Sinopse
    • Edições0
    • Vídeos0
    • Grupos0
    • Resenhas0
    • Leitores0
    • Similares0
    Skoob logo

    Saiba mais

    Quem somosTermos de usoFale conoscoCentral de ajudaPrivacidade

    Fique por dentro

    Livros em destaque

    Explore

    LivrosAutoresEditorasLeitoresCortesias

    Siga nas redes sociais

    Baixe o app

    Google PlayApp Store

    Asset Pricing and Portfolio Choice Theory

    Kerry Back

    Oxford University Press, USA
    2020
    487 páginas
    16h 14m
    ISBN-13: 9780195380613
    Inglês
    0
    0 avaliação
    Leram0Lendo0Querem0Relendo0Abandonos0Resenhas0
    Favoritos0Desejados0Avaliaram0

    This book is intended as a textbook for Ph.D. students in finance and as a reference book for academics. It is written at an introductory level but includes detailed proofs and calculations as section appendices. It covers the classical results on single-period, discrete-time, and continuous-time models. It also treats various proposed explanations for the equity premium and risk-free rate puzzles: persistent heterogeneous idiosyncratic risks, internal habits, external habits, and recursive utility. Most of the book assumes rational behavior, but two topics important for behavioral finance are covered: heterogeneous beliefs and non-expected-utility preferences. There are also chapters on asymmetric information and production models. The book includes numerous exercises designed to provide practice with the concepts and also to introduce additional results. Each chapter concludes with a notes and references section that supplies references to additional developments in the field.

    Estatísticas

    Avaliações

    0 / 0
    • 5 estrelas0%
    • 4 estrelas0%
    • 3 estrelas0%
    • 2 estrelas0%
    • 1 estrelas0%