(Download free pdf) Asset Pricing Theory (Princeton Series in Finance)






 | #1484521 in eBooks |  2009-02-09 |  2009-02-09 | File Name: B007BOBCQE


||3 of 5 people found the following review helpful.| Standard Ph.D. Asset Pricing Text|By C. Ang|There were no surprises in the book Asset Pricing Theory. The book contains most of the topics one would expect from a Ph.D. level asset pricing text. It covers essential topics such as no-arbitrage and risk-return, but this book goes into a more rigorous treatment of the different topics. This book should provide good preparation| |"Costis Skiadas has hit a grand-slam with Asset Pricing Theory which fills a great void. It will speak to you in a well-designed, and thoughtful manner encouraging you to read a high-level and rigorous development of the subject regardless of your age,


Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortl...


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