Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series)

by KerryBack (Author)

• New

  Hardcover
  2010

  $191.05

  This book covers the classical results on single-period, discrete-time, and continuous-time models of portfolio choice and asset pricing. It also treats asymmetric information, production models, various proposed explanations for the equity premium puzzle, and topics important for behavioral finance.