Related Books

Asset Pricing
Language: en
Pages: 560
Authors: John H. Cochrane
Categories: Business & Economics
Type: BOOK - Published: 2009-04-11 - Publisher: Princeton University Press

DOWNLOAD EBOOK

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised e
Financial Asset Pricing Theory
Language: en
Pages: 598
Authors: Claus Munk
Categories: Business & Economics
Type: BOOK - Published: 2013-04-18 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techn
Empirical Asset Pricing
Language: en
Pages: 497
Authors: Wayne Ferson
Categories: Business & Economics
Type: BOOK - Published: 2019-03-12 - Publisher: MIT Press

DOWNLOAD EBOOK

An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensi
Machine Learning in Asset Pricing
Language: en
Pages: 156
Authors: Stefan Nagel
Categories: Business & Economics
Type: BOOK - Published: 2021-05-11 - Publisher: Princeton University Press

DOWNLOAD EBOOK

A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in financial markets are faced with an abundance
The Capital Asset Pricing Model in the 21st Century
Language: en
Pages: 457
Authors: Haim Levy
Categories: Business & Economics
Type: BOOK - Published: 2011-10-30 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility theory, have been heavily criticized theore