Financial Decisions and Markets
A Course in Asset Pricing
(Sprache: Englisch)
In Financial Decisions and Markets, John Campbell, one of the field's most respected authorities, provides a broad graduate-level overview of asset pricing. He introduces students to leading theories of portfolio choice, their implications for asset prices,...
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In Financial Decisions and Markets, John Campbell, one of the field's most respected authorities, provides a broad graduate-level overview of asset pricing. He introduces students to leading theories of portfolio choice, their implications for asset prices, and empirical patterns of risk and return in financial markets. Campbell emphasizes the interplay of theory and evidence, as theorists respond to empirical puzzles by developing models with new testable implications. The book shows how models make predictions not only about asset prices but also about investors' financial positions, and how they often draw on insights from behavioral economics.
Autoren-Porträt von John Y. Campbell
John Y. Campbell is the Morton L. and Carole S. Olshan Professor of Economics at Harvard University. His books include The Econometrics of Financial Markets (Princeton) and Strategic Asset Allocation: Portfolio Choice for Long-Term Investors.
Bibliographische Angaben
- Autor: John Y. Campbell
- 2017, 480 Seiten, mit Abbildungen, Maße: 18,7 x 26,3 cm, Gebunden, Englisch
- Verlag: Princeton University Press
- ISBN-10: 0691160805
- ISBN-13: 9780691160801
- Erscheinungsdatum: 29.01.2018
Sprache:
Englisch
Pressezitat
"John Campbell is one of the leading researchers and teachers in asset pricing. This remarkably clear and well-organized book is strong testimony to his expertise. I will use it often in my own research."--Kenneth R. French, Dartmouth College
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