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Best asset pricing revised edition
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1. Asset Pricing: Revised Edition
Feature
Princeton University PressDescription
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 edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macro-economic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model--consumption based, CAPM, multifactor, term structure, and option pricing--is derived as a different specification of the discounted factor.
The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas.
Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory.
The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics.
2. A Behavioral Approach to Asset Pricing (Academic Press Advanced Finance)
Description
Behavioral finance is the study of how psychology affects financial decision making and financial markets. It is increasingly becoming the common way of understanding investor behavior and stock market activity. Incorporating the latest research and theory, Shefrin offers both a strong theory and efficient empirical tools that address derivatives, fixed income securities, mean-variance efficient portfolios, and the market portfolio. The book provides a series of examples to illustrate the theory.- The second edition continues the tradition of the first edition by being the one and only book to focus completely on how behavioral finance principles affect asset pricing, now with its theory deepened and enriched by a plethora of research since the first edition
3. Asset Pricing Revised edition by Cochrane, John H. (2005) Hardcover
4. Advanced Asset Pricing Theory (Series in Quantitative Finance)
Description
This book provides a broad introduction to modern asset pricing theory. The theory is self-contained and unified in presentation. Both the no-arbitrage and the general equilibrium approaches of asset pricing theory are treated coherently within the general equilibrium framework. It fills a gap in the body of literature on asset pricing for being both advanced and comprehensive. The absence of arbitrage opportunities represents a necessary condition for equilibrium in the financial markets. However, the absence of arbitrage is not a sufficient condition for establishing equilibrium. These interrelationships are overlooked by the proponents of the no-arbitrage approach to asset pricing.This book also tackles recent advancement on inversion problems raised in asset pricing theory, which include the information role of financial options and the information content of term structure of interest rates and interest rates contingent claims.The inclusion of the proofs and derivations to enhance the transparency of the underlying arguments and conditions for the validity of the economic theory made it an ideal advanced textbook or reference book for graduate students specializing in financial economics and quantitative finance. The detailed explanations will capture the interest of the curious reader, and it is complete enough to provide the necessary background material needed to delve deeper into the subject and explore the research literature.Postgraduate students in economics with a good grasp of calculus, linear algebra, and probability and statistics will find themselves ready to tackle topics covered in this book. They will certainly benefit from the mathematical coverage in stochastic processes and stochastic differential equation with applications in finance. Postgraduate students in financial mathematics and financial engineering will also benefit, not only from the mathematical tools introduced in this book, but also from the economic ideas underpinning the economic modeling of financial markets.Both these groups of postgraduate students will learn the economic issues involved in financial modeling. The book can be used as an advanced text for Masters and PhD students in all subjects of financial economics, financial mathematics, mathematical finance, and financial engineering. It is also an ideal reference for practitioners and researchers in the subjects.5. Asset Pricing
Description
Covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives.Integrates the latest research and includes a new chapter on financial modeling.
6. [0691121370] [978-0691121376] Asset Pricing: Revised Edition Revised Edition Hardcover
Feature
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 edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macro-economic risks underlying each security's value. By using a single, stochastic discount factor ratDescription
The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas.7. BH Cool Designs #Revise - Men's Graphic Tank Top, Blue, Large
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Super comfortable high quality Anvil tank top made of 100% combed ringspun preshrunk cotton.A perfect gift for any occasion, holidays, birthdays or just because.
Great for any present or occasion skating, snowboarding, casual wear. You could even wear it in the desert if you want we won't judge.
The tank top weighs 4.5oz for a nice lightweight and comfortable feel and the fit is considered semi-fitted and it features a double-needle bottom hem for durability.
Please check our size chart for the best possible fit.
Description
Whether it's the first one out of the drawer or first off of the floor this graphic mens tank top is casual and trendy. It won't judge you if you turn it inside out and wear it again the next day. A perfect gift for any occasion or just to let others know what's trending and easier than that load of laundry you should probably do.8. BH Cool Designs got Revise? - Cute Women's Graphic Tank Top, White, Medium
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Comfortable, cute, and cool! Made with 100% Cotton deluxe 30 singles softstyle yarn, so your old favorite tank will question why the two of you haven't been hanging out anymore.A great gift for any occasion, graduation, Mother's day, or Birthdays. Be your own healer and treat yourself.
This tank features a nice stylish double-needle stitched bottom hem & sleeves, sideseam construction leading to a clean tapered cut.
A rib knit trim applied to the armholes and neckline round out the features.
Please check our size chart for the best possible fit.
Description
Whether it's the first one out of the drawer or first off of the floor this graphic womens tank top is casual and trendy. It won't judge you if you turn it inside out and wear it again the next day. A perfect gift for any occasion or just to let others know what's trending and easier than that load of laundry you should probably do.9. BH Cool Designs #Revise - Cute Women's Graphic Tank Top, Black, Medium
Feature
Comfortable, cute, and cool! Made with 100% Cotton deluxe 30 singles softstyle yarn, so your old favorite tank will question why the two of you haven't been hanging out anymore.A great gift for any occasion, graduation, Mother's day, or Birthdays. Be your own healer and treat yourself.
This tank features a nice stylish double-needle stitched bottom hem & sleeves, sideseam construction leading to a clean tapered cut.
A rib knit trim applied to the armholes and neckline round out the features.
Please check our size chart for the best possible fit.
