Screen LibraryAsset pricing and portfolio choice theory /
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| Main Authors: | |
|---|---|
| Published: |
Oxford University Press,
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| Publisher Address: | New York, NY : |
| Publication Dates: | [2017] |
| Literature type: | Book |
| Language: | English |
| Edition: | Second edition. |
| Series: |
Financial Management Association survey and synthesis series
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| Subjects: | |
| Carrier Form: | xxi, 722 pages : illustrations ; 25 cm. |
| Bibliography: | Includes bibliographical references (pages 691-713) and index. |
| ISBN: |
9780190241148 0190241144 |
| Index Number: | HG4636 |
| CLC: | F830.9 |
| Call Number: | F830.9/B126/2nd ed. |
| Contents: | Utility and risk aversion -- Portfolio choice -- Stochastic discount factors -- Equilibrium and efficiency -- Mean-variance analysis -- Factor models -- Representative investors -- Dynamic securities markets -- Dynamic portfolio choice -- Dynamic asset pricing -- Explaining puzzles -- Brownian motion and stochastic calculus -- Continuous-time markets -- Continuous-time portfolio choice and pricing -- Continuous-time topics -- Option pricing -- Forwards, futures, and more option pricing -- Term structure models -- Perpetual options and the Leland model -- Real options and q theory -- Heterogeneous beliefs -- Rational expectations equilibria -- Learning -- Information, strategic trading, and liquidity -- Alternative preferences. |