Asset Pricing
E802233
Asset Pricing is a highly influential graduate-level textbook in financial economics that develops a unified, modern framework for understanding how assets are valued and risk is priced in financial markets.
All labels observed (1)
| Label | Occurrences |
|---|---|
| Asset Pricing canonical | 1 |
Statements (43)
| Predicate | Object |
|---|---|
| instanceOf | textbook ⓘ |
| academicDiscipline |
economics
ⓘ
finance ⓘ |
| academicLevel | graduate ⓘ |
| approach |
stochastic discount factor framework
ⓘ
unified treatment of asset pricing models ⓘ |
| author | John H. Cochrane NERFINISHED ⓘ |
| countryOfPublication |
United States of America
ⓘ
surface form:
United States
|
| covers |
consumption-based asset pricing
ⓘ
derivative pricing basics ⓘ empirical tests of asset pricing models ⓘ equity premium ⓘ factor models ⓘ general equilibrium models ⓘ no-arbitrage pricing ⓘ stochastic discount factor approach ⓘ term structure of interest rates ⓘ |
| emphasizes |
discount factor representation of prices
ⓘ
intertemporal optimization by investors ⓘ relationship between risk and return ⓘ state-price deflators ⓘ |
| field | financial economics ⓘ |
| focusesOn |
asset pricing theory
ⓘ
financial markets ⓘ risk pricing ⓘ |
| includes |
empirical applications
ⓘ
mathematical derivations ⓘ problem sets ⓘ |
| influentialIn | modern asset pricing theory ⓘ |
| language | English ⓘ |
| provides | unified framework for asset valuation ⓘ |
| publisher | Princeton University Press NERFINISHED ⓘ |
| relatedTo |
Arbitrage Pricing Theory
NERFINISHED
ⓘ
Capital Asset Pricing Model NERFINISHED ⓘ Modern Portfolio Theory NERFINISHED ⓘ consumption CAPM ⓘ term structure models ⓘ |
| targetAudience |
graduate students in economics
ⓘ
graduate students in finance ⓘ researchers in financial economics ⓘ |
| usedAs | graduate textbook ⓘ |
| usedIn |
PhD programs in economics
ⓘ
PhD programs in finance ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.