Asset Pricing

  • Asset Pricing: (Revised Edition)
    Asset Pricing: (Revised Edition)
    By John H. Cochrane

    Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics.

  • Asset Pricing: Revised Edition
    Asset Pricing: Revised Edition
    By John H. Cochrane

    Burnside, Craig, Martin Eichenbaum, and Sergio Rebelo, 1993, ''Labor Hoarding and the Business Cycle,'' Journal of Political Economy 101, 245–373. Campbell, John Y., 1991, ''A Variance Decomposition for Stock Returns,'' Economic Journal ...

  • Asset Pricing: A Structural Theory and Its Applications
    Asset Pricing: A Structural Theory and Its Applications
    By Bing Cheng

    Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle.

  • Asset Pricing
    Asset Pricing
    By Hsien-hsing Liao, Jianping Mei

    The market overseas could be considerably larger, especially in Asia. Given the rapidly growing real estate securities industry, this book fills an important gap in current real estate research and teaching.

  • Asset Pricing: -Discrete Time Approach-
    Asset Pricing: -Discrete Time Approach-
    By T. Kariya, Regina Liu

    The main goal of this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach.