This book covers the classical results on single-period, discrete-time, and continuous-time models of portfolio choice and asset pricing. It also treats asymmetric information, production models, various proposed explanations for the equity premium puzzle, and topics important for behavioral finance.
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This book covers the classical results on single-period, discrete-time, and continuous-time models of portfolio choice and asset pricing. It also treats asymmetric information, production models, various proposed explanations for the equity premium puzzle, and topics important for behavioral finance.
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0190241144
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2017
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2017
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0190241144
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9780190241148
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Oxford University Press
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2017,
Oxford University Press
ISBN-13: 9780190241148
2nd edition
Hardcover
2010,
Oxford University Press, Oxford, England
ISBN-13: 9780195380613
Hardcover
All Editions of Asset Pricing and Portfolio Choice Theory