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Asset Pricing: Revised Edition - Hardcover, by Cochrane John H. - Acceptable
US $43.06
ApproximatelyRM 181.59
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A book with obvious wear. May have some damage to the cover but integrity still intact. The binding may be slightly damaged but integrity is still intact. Possible writing in margins, possible underlining and highlighting of text, but no missing pages or anything that would compromise the legibility or understanding of the text.
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eBay item number:146305796221
Item specifics
- Condition
- Book Title
- Asset Pricing: Revised Edition
- ISBN
- 9780691121376
About this product
Product Identifiers
Publisher
Princeton University Press
ISBN-10
0691121370
ISBN-13
9780691121376
eBay Product ID (ePID)
30788305
Product Key Features
Number of Pages
560 Pages
Publication Name
Asset Pricing : Revised Edition
Language
English
Subject
Finance / General, Investments & Securities / General
Publication Year
2005
Features
Revised
Type
Textbook
Subject Area
Business & Economics
Format
Hardcover
Dimensions
Item Height
1.7 in
Item Weight
32.1 Oz
Item Length
9.5 in
Item Width
6.6 in
Additional Product Features
Intended Audience
College Audience
LCCN
2004-050561
Dewey Edition
22
Reviews
This is a brilliant and useful book, well-deserving of the TIAA-CREF Samuelson Award. . . . The clever intuition and informal writing style make it a joy to read. Like a star athlete does with the sport, Cochrane makes it look easier than it really is., This is a brilliant and useful book, well-deserving of the TIAA-CREF Samuelson Award. . . . The clever intuition and informal writing style make it a joy to read. Like a star athlete does with the sport, Cochrane makes it look easier than it really is. -- Journal of Economic Literature, "This is a brilliant and useful book, well-deserving of the TIAA-CREF Samuelson Award. . . . The clever intuition and informal writing style make it a joy to read. Like a star athlete does with the sport, Cochrane makes it look easier than it really is."-- Journal of Economic Literature, "This is a brilliant and useful book, well-deserving of the TIAA-CREF Samuelson Award. . . . The clever intuition and informal writing style make it a joy to read. Like a star athlete does with the sport, Cochrane makes it look easier than it really is." -- Journal of Economic Literature
Illustrated
Yes
Dewey Decimal
332.6
Edition Description
Revised edition
Synopsis
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 rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model--consumption based, CAPM, multifactor, term structure, and option pricing--is derived as a different specification of the discounted factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas. Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics., This revised edition unifies and brings the science of asset pricing up to date for advanced students and professionals., 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 rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model - consumption based, CAPM, multifactor, term structure, and option pricing - is derived as a different specification of the discounted factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas.Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics.
LC Classification Number
HG4636.C56 2005
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Seller feedback (173,150)
- 5***e (630)- Feedback left by buyer.Past monthVerified purchaseexactly as decribed
- e***d (1059)- Feedback left by buyer.Past monthVerified purchaseThank you!
- y***n (72)- Feedback left by buyer.Past monthVerified purchaseGreat condition and fast shipping! So happy with this purchase & definitely recommend this seller. Thank you!