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- 2004050561 contributor B9854519.
- 2004050561 created "2005.".
- 2004050561 date "2005".
- 2004050561 date "2005.".
- 2004050561 dateCopyrighted "2005.".
- 2004050561 description "Consumption-based model and overview -- Applying the basic model -- Contingent claims markets -- The discount factor -- Mean-variance frontier and beta representations -- Relation between discount factors, betas, and mean-variance frontiers -- Implications of existence and equivalence theorems -- Conditioning information -- Factor pricing models -- GMM in explicit discount factor models -- GMM : general formulas and applications -- Regression-based tests of linear factor models -- GMM for linear factor models in discount factor form -- Maximum likelihood -- Time-series, cross-section, and GMM/DF tests of linear factor models -- Which method? -- Option pricing -- Option pricing without perfect replication -- Term structure of interest rates -- Expected returns in the time series and cross section -- Equity premium puzzle and consumption-based models -- Appendix: -- A.1 Brownian motion -- A.2 Diffusion model -- A.3 Ito's Lemma".
- 2004050561 description "Includes bibliographical references (p. 497-511) and indexes.".
- 2004050561 extent "xvii, 533 p. :".
- 2004050561 identifier "0691121370 (cl : alk. paper)".
- 2004050561 identifier 2004050561.html.
- 2004050561 identifier 2004050561-b.html.
- 2004050561 issued "2005".
- 2004050561 issued "2005.".
- 2004050561 language "eng".
- 2004050561 publisher "Princeton, N.J. : Princeton University Press,".
- 2004050561 subject "332.6 22".
- 2004050561 subject "Capital assets pricing model.".
- 2004050561 subject "HG4636 .C56 2005".
- 2004050561 subject "Securities.".
- 2004050561 tableOfContents "Consumption-based model and overview -- Applying the basic model -- Contingent claims markets -- The discount factor -- Mean-variance frontier and beta representations -- Relation between discount factors, betas, and mean-variance frontiers -- Implications of existence and equivalence theorems -- Conditioning information -- Factor pricing models -- GMM in explicit discount factor models -- GMM : general formulas and applications -- Regression-based tests of linear factor models -- GMM for linear factor models in discount factor form -- Maximum likelihood -- Time-series, cross-section, and GMM/DF tests of linear factor models -- Which method? -- Option pricing -- Option pricing without perfect replication -- Term structure of interest rates -- Expected returns in the time series and cross section -- Equity premium puzzle and consumption-based models -- Appendix: -- A.1 Brownian motion -- A.2 Diffusion model -- A.3 Ito's Lemma".
- 2004050561 title "Asset pricing / John H. Cochrane.".
- 2004050561 type "text".