圖書標籤: 金融 資産定價 經濟金融 Finance 金融學-金融數學 計算金融 美國 決策論
发表于2024-12-26
Asset Pricing and Portfolio Choice Theory pdf epub mobi txt 電子書 下載 2024
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 the equity premium and risk-free rate puzzles and chapters on heterogeneous beliefs, asymmetric information, non-expected utility preferences, and production models. The book includes numerous exercises designed to provide practice with the concepts and to introduce additional results. Each chapter concludes with a notes and references section that supplies pathways to additional developments in the field.
其實我並沒有看齣這本書為什麼那麼齣眾。比Cochrane那本更適閤作為第一本書,但也有其他的一些不錯的選擇
評分難度挺大,有時候推導比較跳躍,要學會自己補全。好書,第二版也齣來瞭。第一次買外國齣版的書,真貴。
評分最好的資産定價書之一
評分新的經典教材,內容翔實又嚴謹。
評分Cochrane的理論部分跟這本書相比就是個笑話。
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Asset Pricing and Portfolio Choice Theory pdf epub mobi txt 電子書 下載 2024