Inhalt
This book covers the classical results on single-period, discrete-time, and continuous-time models of portfolio choice and asset pricing. It also treats asymmetric information, production models, various proposed explanations for the equity premium puzzle, and topics important for behavioral finance.
Bibliografische Angaben
September 2010, Financial Management Association Survey and Synthesis Series, Englisch
Oxford Academic
978-0-19-538061-3