• Media type: E-Book
  • Title: Asset pricing and portfolio choice theory
  • Contributor: Back, Kerry E. [VerfasserIn]
  • imprint: Oxford; New York: Oxford University Press, [2016]
  • Published in: Financial Management Association survey and synthesis series
    The Financial Management Association survey and synthesis series
  • Issue: Second edition
  • Extent: 1 Online-Ressource; IIllustrationen
  • Language: English
  • DOI: 10.1093/acprof:oso/9780190241148.001.0001
  • ISBN: 9780190241179
  • Identifier:
  • RVK notation: QK 622 : Kapitalmarktmodelle CAPM, APT usw.
    QK 810 : Portfolioanalyse und -management
  • Keywords: Portfoliomanagement > Capital-Asset-Pricing-Modell > Arbitrage-Pricing-Theorie > Kreditmarkt
    Portfoliomanagement > Capital-Asset-Pricing-Modell > Arbitrage-Pricing-Theorie > Kreditmarkt
  • Origination:
  • Footnote: Includes bibliographical references and index
  • Description: Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the PhD or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, it is also an essential reference for financial researchers and professionals as it includes detailed proofs and calculations as section appendices