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Asset Pricing and Portfolio Choice Theory

By  Kerry Back

Usually dispatched within 3 - 5 business days.

In Stock (667)

£ 133.65

Description

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.