1.

Record Nr.

UNINA9910157437303321

Autore

Back K (Kerry)

Titolo

Asset pricing and portfolio choice theory / / Kerry E. Back

Pubbl/distr/stampa

New York, NY : , : Oxford University Press, , 2017

ISBN

0-19-024117-9

0-19-024115-2

Edizione

[Second edition.]

Descrizione fisica

1 online resource (745 pages)

Collana

Financial Management Association Survey and Synthesis Series

Disciplina

332.63/2042

Soggetti

Capital assets pricing model

Portfolio management

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

This edition previously issued in print: 2017.

Nota di bibliografia

Includes bibliographical references and index.

Sommario/riassunto

Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the PhD or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, it is also an essential reference for financial researchers and professionals as it includes detailed proofs and calculations as section appendices.