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Asset Pricing for Dynamic Economies

. Key features: * Provides a consistent framework for understanding dynamic economic models * Introduces key concepts in finance in a discrete;

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Asset Pricing for Dynamic Economies

. Key features: * Provides a consistent framework for understanding dynamic economic models * Introduces key concepts in finance in a discrete;

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Asset Pricing Theory

Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and;

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Recursive Models of Dynamic Linear Economies

economic theory with a workable econometrics while going beyond and beneath demand and supply curves for dynamic economies. They construct and;

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Dynamic Asset Pricing Theory

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory;

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Recursive Models of Dynamic Linear Economies

econometrics while going beyond and beneath demand and supply curves for dynamic economies. They construct and apply competitive equilibria for a class;

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Empirical Dynamic Asset Pricing

econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used;

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Financial Asset Pricing

stochastic price models for commodities; computation finance for stochastic volatility and correlation; and consumption-based asset pricing model;

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Economic Dynamics

subsumed: business cycles, asset pricing, search models, intergenerational issues, fertility, financial systems. This book presents the latest;

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Theory Of Asset Pricing

for the first PhD course in asset pricing. By striking a balance between fundamental theories and cutting-edge research, Pennacchi offers the;

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Empirical Asset Pricing Models

of interest. In particular, the model search approach (with this dichotomy emphasized) for empirical model selection of asset pricing is applied to;

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Empirical Asset Pricing Models

of interest. In particular, the model search approach (with this dichotomy emphasized) for empirical model selection of asset pricing is applied to;

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Linear Factor Models in Finance

use of derivatives. The book develops the building blocks for one of the most important theories of asset pricing - Linear Factor;

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Stochastic Methods in Asset Pricing

stochastic calculus with jumps and Levy processes. For asset pricing, the book begins with a brief overview of risk preferences and general;

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Machine Learning in Asset Pricing

promises and challenges of ML applications in asset pricing. Asset pricing problems are substantially different from the settings for which ML;

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The Foundations of Continuous Time Finance

continuous time model, dynamic portfolio selection, equilibrium models, derivative pricing and, finally, term structure and other applications. It;

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Asset Pricing

Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory;

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Finance Theory and Asset Pricing

Finance Theory and Asset Pricing provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge;

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Behavioral Finance and Capital Markets

decisions. Behavioral Finance and Capital Markets reveals the main foundations underpinning neoclassical capital market and asset pricing theory, as;

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Asset Pricing in Discrete Time

options, in a one-period model; derives the Black-Scholes model assuming a lognormal distribution for the asset and a pricing kernel with constant;

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Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and;

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Peak Load and Capacity Pricing

Peak Load and Capacity Pricing lays out clear pricing strategies for understanding peak load and capacity pricing structures, further;

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Asset Pricing and Portfolio Choice Theory

overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with;

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Asset Pricing

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now;

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Empirical Asset Pricing

offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus;

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The Implications of Heterogeneity and Inequality for Asset Pricing

Does heterogeneity matter for asset pricing and, in particular, for risk premia? The Implications of Heterogeneity and Inequality for Asset;

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Continuous-Time Asset Pricing Theory

Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated;

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