Asset pricing /
| Κύριος συγγραφέας: | Cochrane, John H. |
|---|---|
| Μορφή: | Βιβλίο |
| Γλώσσα: | English |
| Στοιχεία έκδοσης: |
Princeton, N.J. :
Princeton University Press,
2005.
|
| Έκδοση: | Αναθεωρημένη έκδοση. |
| Ταξινομικός αριθμός: |
332.6 COC |
| Θέματα: | |
| Διαθέσιμο Online: |
http://www.loc.gov/catdir/description/prin051/2004050561.html http://www.loc.gov/catdir/enhancements/fy0734/2004050561-b.html |
| Ετικέτες: |
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| LEADER | 02012cam a2200253 a 4500 | ||
|---|---|---|---|
| 001 | 1/43774 | ||
| 008 | 130905s2005 enka b 001 0 eng | ||
| 020 | |a 0691121370 (cl : alk. paper) | ||
| 035 | |l 46703 | ||
| 040 | |a DLC |c DLC |d GR-PeUP | ||
| 082 | 0 | 0 | |a 332.6 COC |
| 100 | 1 | |a Cochrane, John H. |q (John Howland) | |
| 245 | 1 | 0 | |a Asset pricing / |c John H. Cochrane. |
| 250 | |a Αναθεωρημένη έκδοση. | ||
| 260 | |a Princeton, N.J. : |b Princeton University Press, |c 2005. | ||
| 300 | |a xvii, 533 σ. : |b εικ. ; |c 24 εκ. | ||
| 504 | |a Περιέχει βιβλιογραφία και ευρετήριο. | ||
| 505 | 0 | |a Consumption-based model and overview -- Applying the basic model -- Contingent claims markets -- The discount factor -- Mean-variance frontier and beta representations -- Relation between discount factors, betas, and mean-variance frontiers -- Implications of existence and equivalence theorems -- Conditioning information -- Factor pricing models -- GMM in explicit discount factor models -- GMM : general formulas and applications -- Regression-based tests of linear factor models -- GMM for linear factor models in discount factor form -- Maximum likelihood -- Time-series, cross-section, and GMM/DF tests of linear factor models -- Which method? -- Option pricing -- Option pricing without perfect replication -- Term structure of interest rates -- Expected returns in the time series and cross section -- Equity premium puzzle and consumption-based models -- Appendix: -- A.1 Brownian motion -- A.2 Diffusion model -- A.3 Ito's Lemma | |
| 650 | 4 | |a Capital assets pricing model. | |
| 650 | 4 | |a Securities. | |
| 852 | |a INST |b UNIPILB |c MAIN |e 20130905 |h 332.6 COC |p 00169388 |q 00169388 |t LOAN |y 0 |4 1 | ||
| 856 | 4 | 2 | |3 Publisher description |u http://www.loc.gov/catdir/description/prin051/2004050561.html |
| 856 | 4 | 2 | |3 Contributor biographical information |u http://www.loc.gov/catdir/enhancements/fy0734/2004050561-b.html |
| 856 | 4 | |d /webopac/covers/03/46703_0691121370.jpg |z (cl : alk. paper) | |