Asset Pricing and Portfolio Choice Theory by Kerry E Back
This book is a textbook at the Ph.D. or Masters in Quantitative Finance level. It covers single-period, discrete-time, and continuous-time financial models. It provides introductions to many current research topics, and each chapter contains exercises.-
Trading and Exchanges
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Beyond Greed and Fear
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Efficient Asset Management
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Asset Management
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Value Based Management
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Consumer Credit and the American Economy
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Valuing the Closely Held Firm
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The Financial Crisis of Our Time
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Too Much Is Not Enough
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Cracking the Emerging Markets Enigma
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Exchange-Traded Funds and the New Dynamics of Investing
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Beyond the Random Walk
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Fool's Gold
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Real Options in Theory and Practice
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Mortgage Valuation Models
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Truth in Lending
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The Search for Value
"Kerry Back has created a masterful introduction to asset pricing and portfolio choiceThe coverage of topics is comprehensive, starting in a single-period setting and then moving naturally to dynamic models in both discrete and continuous time. The numerous challenging exercises are yet another big strength. In short, an impressive achievement." -- Robert F. Stambaugh, Miller Anderson & Sherrerd Professor of Finance, The Wharton School, University of Pennsylvania "Kerry Back offers us a rigorous, but accessible treatment of the asset pricing theory concepts that every doctoral student in finance should learn. A distinguished scholar in the field provides a presentation that is clear yet concise." -- Eduardo Schwartz, California Chair in Real Estate and Land Economics, UCLA Anderson School of Management "In Asset Pricing and Portfolio Choice Theory Kerry Back has given us a comprehensive, rigorous and at the same time elegant and self-contained treatment of the important developments in this vast literature. It will be useful to graduate students and advanced undergraduate students in economics, finance, financial engineering, and management science as well as interested practitioners." -- Ravi Jagannathan, Chicago Mercantile Exchange/John F. Sandner Professor of Finance and a Co-Director of the Financial Institutions and Markets Research Center, Kellogg School of Management, Northwestern University
Kerry Back is the J. Howard Creekmore Professor of Finance at Rice University's Jones Graduate School of Business and a Professor of Economics in the Rice University School of Social Sciences. He previously served on the faculties of Northwestern University, Indiana University, Washington University in St. Louis, and Texas A&M University. At Washington University in St. Louis, he served as the Associate Dean for Academic Affairs of the Olin School of Business and was named a University Distinguished Faculty Member. He received faculty research awards at Texas A&M and at Rice University. Currently, he teaches introductory and advanced asset pricing theory to PhD students in the Jones School and in the Department of Economics. His research interests are in the areas of investments and market design, and he has served as an editor of the Review of Financial Studies, a co-editor of Finance & Stochastics, and an associate editor of the Journal of Finance and other journals.
| SKU | Unavailable |
| ISBN 13 | 9780190241148 |
| ISBN 10 | 0190241144 |
| Title | Asset Pricing and Portfolio Choice Theory |
| Author | Kerry E Back |
| Series | Financial Management Association Survey And Synthesis Series |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Oxford University Press Inc |
| Year published | 2017-03-02 |
| Number of pages | 744 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |