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- catalog abstract ""Written to be a summary for academics and professionals as well as a textbook for advanced graduate students, this book condenses and advances recent scholarship in financial economics."--BOOK JACKET.".
- catalog contributor b11998269.
- catalog created "c2001.".
- catalog date "2001".
- catalog date "c2001.".
- catalog dateCopyrighted "c2001.".
- catalog description ""Written to be a summary for academics and professionals as well as a textbook for advanced graduate students, this book condenses and advances recent scholarship in financial economics."--BOOK JACKET.".
- catalog description "Includes bibliographical references (p. 497-510) and indexes.".
- catalog description "pt. I. Asset Pricing Theory. 1. Consumption-Based Model and Overview. 2. Applying the Basic Model. 3. Contingent Claims Markets. 4. The Discount Factor. 5. Mean-Variance Frontier and Beta Representations. 6. Relation between Discount Factors, Betas, and Mean-Variance Frontiers. 7. Implications of Existence and Equivalence Theorems. 8. Conditioning Information. 9. Factor Pricing Model -- pt. II. Estimating and Evaluating Asset Pricing Models. 10. GMM in Explicit Discount Factor Models. 11. GMM: General Formulas and Applications. 12. Regression-Based Tests of Linear Factor Models. 13. GMM for Linear Factor Models in Discount Factor Form. 14. Maximum Likelihood. 15. Time Series, Cross-Section, and GMM/DF Tests of Linear Factor Models. 16. Which Method? -- pt. III. Bonds and Options. 17. Option Pricing. 18. Option Pricing without Perfect Replication. 19. Term Structure of Interest Rates -- pt. IV. Empirical Survey. 20. Expected Returns in the Time Series and Cross Section. 21. Equity Premium Puzzle and Consumption-Based Models -- pt. V. Appendix -- App. Continuous Time.".
- catalog extent "xvii, 530 p. :".
- catalog identifier "0691074984".
- catalog issued "2001".
- catalog issued "c2001.".
- catalog language "eng".
- catalog publisher "Princeton, N.J. : Princeton University Press,".
- catalog subject "332.6 21".
- catalog subject "Capital assets pricing model.".
- catalog subject "HG4636 .C56 2001".
- catalog subject "Securities.".
- catalog tableOfContents "pt. I. Asset Pricing Theory. 1. Consumption-Based Model and Overview. 2. Applying the Basic Model. 3. Contingent Claims Markets. 4. The Discount Factor. 5. Mean-Variance Frontier and Beta Representations. 6. Relation between Discount Factors, Betas, and Mean-Variance Frontiers. 7. Implications of Existence and Equivalence Theorems. 8. Conditioning Information. 9. Factor Pricing Model -- pt. II. Estimating and Evaluating Asset Pricing Models. 10. GMM in Explicit Discount Factor Models. 11. GMM: General Formulas and Applications. 12. Regression-Based Tests of Linear Factor Models. 13. GMM for Linear Factor Models in Discount Factor Form. 14. Maximum Likelihood. 15. Time Series, Cross-Section, and GMM/DF Tests of Linear Factor Models. 16. Which Method? -- pt. III. Bonds and Options. 17. Option Pricing. 18. Option Pricing without Perfect Replication. 19. Term Structure of Interest Rates -- pt. IV. Empirical Survey. 20. Expected Returns in the Time Series and Cross Section. 21. Equity Premium Puzzle and Consumption-Based Models -- pt. V. Appendix -- App. Continuous Time.".
- catalog title "Asset pricing / John H. Cochrane.".
- catalog type "text".