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Asset Pricing Theory (Princeton Series in Finance) by COSTIS SKIADAS is a book available to read on EtoBox.

What is Asset Pricing Theory (Princeton Series in Finance) about?

<p><i>Asset Pricing Theory</i> is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory.</p> <p>Among the book's many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature.</p> <p><i>Asset Pricing Theory</i> is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built.</p> <ul> <li>Covers in depth the modern theo

Author

COSTIS SKIADAS

Publisher

Princeton: Princeton University Press

Published

2009

Language

EN

ISBN

9780691139852

Subjects

Business, Finance, Economics