文件名称：Theory of Asset Pricing by George Pennachi
文件大小：5.95MB
文件格式：PDF
更新时间：2014-10-20 04:25:18
Asset pricing Financial thoerey
Wriiten by George Pennachi, a very famous and classic material for asset pricing study. Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing. Single-Period Portfolio Choice and Asset Pricing: Expected Utility and Risk Aversion; Mean-Variance Analysis; CAPM, Arbitrage, and Linear Factor Models; Consumption-Savings and State Pricing; Multiperiod Consumption, Po