Asset Pricing

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Asset Pricing

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Author John H. Cochrane
Features
  • Book Author: John H. Cochrane
  • Edition: 1st ed.
  • Binding: Hardcover
  • Language: English
  • ISBN -13: 9788122431247
  • ISBN -10: 8122431240
  • Publisher: New Age International
  • Publishing year: 2010
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  • 10 Days Replacement Policy.
Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price
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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 corrects the original printing throughout, and updates and clarifies the treatment of a number of important topics.

More Information about Asset Pricing

Book Author John H. Cochrane
Edition 1st ed.
Binding Hardcover
Language English
ISBN -13 9788122431247
ISBN -10 8122431240
Publisher New Age International
Publishing year 2010

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