Asset Pricing
(Revised Edition)
John H. Cochrane
ISBN: | 9781400829132 |
Publisher: | Princeton University Press |
Published: | 1 June, 2008 |
Format: | eBook - PDF |
Editions: |
3 other editions
of this product
|
Asset Pricing
(Revised Edition)
John H. Cochrane
Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea-price equals expected discounted payoff-that captures the macro-economic risks underlying each security's value. By using a single, stochastic discount factor rat
Shop Preferences
Customize which shops to display. You can include the following shops by logging in to change your settings.