Asset Pricing and Portfolio Choice Theory

Asset Pricing and Portfolio Choice Theory
Author: Kerry Back
Publisher: Oxford University Press, USA
Total Pages: 504
Release: 2010
Genre: Business & Economics
ISBN: 0195380614

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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.