The Resource Asset pricing, John H. Cochrane
Asset pricing, John H. Cochrane
Resource Information
The item Asset pricing, John H. Cochrane represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Colby College Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Asset pricing, John H. Cochrane represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Colby College Libraries.
This item is available to borrow from 1 library branch.
- Summary
- "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 corrects the original printing throughout, and updates and clarifies the treatment of a number of important topics."--Jacket
- Language
- eng
- Edition
- Revised edition
- Extent
- xvii, 533 pages
- Contents
-
- Part I: Asset pricing theory. 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
- Part II: Estimating and evaluating asset 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?
- Part III: Bonds and options. Option pricing ; Option pricing without perfect replication ; Term structure of interest rates
- Part IV: Empirical survey. Expected returns in the time series and cross section ; Equity premium puzzle and consumption-based models
- Appendix: Continuous time. A.1 Brownian motion ; A.2 Diffusion model ; A.3 Ito's Lemma ; Problems
- Isbn
- 9780691121376
- Label
- Asset pricing
- Title
- Asset pricing
- Statement of responsibility
- John H. Cochrane
- Subject
-
- Capital assets pricing model
- Capital assets pricing model
- Capital-Asset-Pricing-Modell
- Economische modellen
- Effecten
- Fixation des prix
- Kapitaalgoederen
- Modèle d'évaluation des actifs financiers
- Actif financier
- Obligation (Valeur mobilière)
- Option (Finances)
- Prijsvorming
- Securities
- Securities
- Securities
- Valeurs mobilières
- Modèle de fixation du prix des actifs
- Capital assets pricing model
- Language
- eng
- Summary
- "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 corrects the original printing throughout, and updates and clarifies the treatment of a number of important topics."--Jacket
- Cataloging source
- DLC
- http://library.link/vocab/creatorDate
- 1957-
- http://library.link/vocab/creatorName
- Cochrane, John H.
- Illustrations
- illustrations
- Index
- index present
- Literary form
- non fiction
- Nature of contents
- bibliography
- http://library.link/vocab/subjectName
-
- Capital assets pricing model
- Securities
- Modèle de fixation du prix des actifs
- Valeurs mobilières
- Capital assets pricing model
- Securities
- Kapitaalgoederen
- Prijsvorming
- Effecten
- Economische modellen
- Modèle d'évaluation des actifs financiers
- Actif financier
- Option (Finances)
- Obligation (Valeur mobilière)
- Fixation des prix
- Capital-Asset-Pricing-Modell
- Label
- Asset pricing, John H. Cochrane
- Bibliography note
- Includes bibliographical references (pages 497-511) and indexes
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Part I: Asset pricing theory. 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 -- Part II: Estimating and evaluating asset 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? -- Part III: Bonds and options. Option pricing ; Option pricing without perfect replication ; Term structure of interest rates -- Part IV: Empirical survey. Expected returns in the time series and cross section ; Equity premium puzzle and consumption-based models -- Appendix: Continuous time. A.1 Brownian motion ; A.2 Diffusion model ; A.3 Ito's Lemma ; Problems
- Control code
- 55518499
- Dimensions
- 24 cm
- Edition
- Revised edition
- Extent
- xvii, 533 pages
- Isbn
- 9780691121376
- Lccn
- 2004050561
- Media category
- unmediated
- Media MARC source
- rdamedia
- Media type code
-
- n
- Other physical details
- illustrations
- System control number
- (OCoLC)55518499
- Label
- Asset pricing, John H. Cochrane
- Bibliography note
- Includes bibliographical references (pages 497-511) and indexes
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Part I: Asset pricing theory. 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 -- Part II: Estimating and evaluating asset 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? -- Part III: Bonds and options. Option pricing ; Option pricing without perfect replication ; Term structure of interest rates -- Part IV: Empirical survey. Expected returns in the time series and cross section ; Equity premium puzzle and consumption-based models -- Appendix: Continuous time. A.1 Brownian motion ; A.2 Diffusion model ; A.3 Ito's Lemma ; Problems
- Control code
- 55518499
- Dimensions
- 24 cm
- Edition
- Revised edition
- Extent
- xvii, 533 pages
- Isbn
- 9780691121376
- Lccn
- 2004050561
- Media category
- unmediated
- Media MARC source
- rdamedia
- Media type code
-
- n
- Other physical details
- illustrations
- System control number
- (OCoLC)55518499
Subject
- Capital assets pricing model
- Capital assets pricing model
- Capital-Asset-Pricing-Modell
- Economische modellen
- Effecten
- Fixation des prix
- Kapitaalgoederen
- Modèle d'évaluation des actifs financiers
- Actif financier
- Obligation (Valeur mobilière)
- Option (Finances)
- Prijsvorming
- Securities
- Securities
- Securities
- Valeurs mobilières
- Modèle de fixation du prix des actifs
- Capital assets pricing model
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.colby.edu/portal/Asset-pricing-John-H.-Cochrane/kQoEl1pf6g8/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.colby.edu/portal/Asset-pricing-John-H.-Cochrane/kQoEl1pf6g8/">Asset pricing, John H. Cochrane</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.colby.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="https://link.colby.edu/">Colby College Libraries</a></span></span></span></span></div>
