Description
This is a thoroughly updated edition of "Dynamic Asset Pricing Theory, " the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. Each chapter provides extensive problem exercises and notes to the literature.
Book Details
Format
eBook
Pages
465 pages
Language
English
Published
May 9, 2014
Publisher
Princeton University Press
ISBN-10
1282608029
ISBN-13
9781282608023