Portfolio Choice with Non-expected Utility in Continuous Time - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Portfolio Choice with Non-expected Utility in Continuous Time write by Lars E. O. Svensson. This book was released on 1988. Portfolio Choice with Non-expected Utility in Continuous Time available in PDF, EPUB and Kindle.
Asset Pricing and Portfolio Choice Theory
Asset Pricing and Portfolio Choice Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Asset Pricing and Portfolio Choice Theory write by Kerry Back. This book was released on 2010-09-10. Asset Pricing and Portfolio Choice Theory available in PDF, EPUB and Kindle. 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.
Asset Pricing and Portfolio Choice Theory
Asset Pricing and Portfolio Choice Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Asset Pricing and Portfolio Choice Theory write by Kerry E. Back. This book was released on 2017-01-04. Asset Pricing and Portfolio Choice Theory available in PDF, EPUB and Kindle. In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, the book is also an essential reference for financial researchers and professionals, as it includes detailed proofs and calculations as section appendices. The first two parts of the book explain portfolio choice and asset pricing theory in single-period, discrete-time, and continuous-time models. For valuation, the focus throughout is on stochastic discount factors and their properties. A section on derivative securities covers the usual derivatives (options, forwards and futures, and term structure models) and also applications of perpetual options to corporate debt, real options, and optimal irreversible investment. A chapter on "explaining puzzles" and the last part of the book provide introductions to a number of additional current topics in asset pricing research, including rare disasters, long-run risks, external and internal habits, asymmetric and incomplete information, heterogeneous beliefs, and non-expected-utility preferences. Each chapter includes a "Notes and References" section providing additional pathways to the literature. Each chapter also includes extensive exercises.
Topics in Portfolio Choice
Topics in Portfolio Choice - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Topics in Portfolio Choice write by Sigrid Linnea Kallblad. This book was released on 2014. Topics in Portfolio Choice available in PDF, EPUB and Kindle.
Portfolio Choice Problems
Portfolio Choice Problems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Portfolio Choice Problems write by Nicolas Chapados. This book was released on 2011-07-12. Portfolio Choice Problems available in PDF, EPUB and Kindle. This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial economics but also approaches originating from information theory, machine learning and operations research. This compact treatment of the topic will be valuable to students entering the field, as well as practitioners looking for a broad coverage of the topic.
