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Offers an introduction to the theoretical and methodological foundations of competitive asset pricing. This book develops the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, with emphasis on geometric and martingale methods. Series: Princeton Series in Finance. Num Pages: 368 pages, 12 line illus. BIC Classification: KCD; KCH; KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 244 x 166 x 29. Weight in Grams: 746. . 2009. Hardcover. . . . . Bookseller Inventory #

**Synopsis:**

*Asset Pricing Theory* is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory.

Among the book's many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature.

*Asset Pricing Theory* is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built.

- Covers in depth the modern theoretical foundations of competitive asset pricing and consumption/portfolio choice
- Uses recursive utility as the benchmark preference representation in dynamic settings
- Sets the foundations for advanced modeling using geometric arguments and martingale methodology
- Features self-contained mathematical appendixes
- Includes extensive end-of-chapter exercises

**From the Inside Flap:**

"Costis Skiadas has given us the definitive self-contained treatment of neoclassical asset pricing theory. There is nothing more rigorous, elegant, or thoughtful on the subject."**--Darrell Duffie, Graduate School of Business, Stanford University**

"*Asset Pricing Theory* is a significant contribution to the field because it fills a void and does so in a masterful way. It will be useful to economists, mathematicians, financial engineers, and physicists who wish to read a high-level and rigorous development of the subject. I predict that this book will remain a standard reference for many years to come."**--George M. Constantinides, University of Chicago**

Title: **Asset Pricing Theory**

Publisher: **Princeton University Press**

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**Book Description **Book Condition: VeryGood. The cover shows normal very light wear if any on edges and corners. Dust jackets shows light wear around corners, edges, front and or back but in very good condition. Pages show light wear on edges, corners, front and or back and is still in great condition. Fast Shipping - Safe and Secure Bubble Mailer!. Bookseller Inventory # 2OV9EJ000AF1

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**Book Description **Princeton University Press, 2009. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # WP-9780691139852

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**Book Description **Book Condition: New. Bookseller Inventory # 5654475-n

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**Book Description **Princeton University Press, 2009. Book Condition: Used. This Book is in Good Condition. Clean Copy With Light Amount of Wear. 100% Guaranteed. Summary: Costis Skiadas has given us the definitive self-contained treatment of neoclassical asset pricing theory. There is nothing more rigorous, elegant, or thoughtful on the subject. Bookseller Inventory # ABE_book_usedgood_0691139857

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ISBN 13: 9780691139852

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**Book Description **Princeton University Press, 2009. Book Condition: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Costis Skiadas has given us the definitive self-contained treatment of neoclassical asset pricing theory. There is nothing more rigorous, elegant, or thoughtful on the subject. Bookseller Inventory # ABE_book_new_0691139857

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**Book Description **Princeton University Press, U.S.A., 2009. Hardcover. Book Condition: New. Brand New, Ships From The UK. Bookseller Inventory # 240706

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**Book Description **Princeton University Press, 2009. Hardcover. Book Condition: Used: Very Good. Bookseller Inventory # SONG0691139857

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**Book Description **Princeton University Press, United States, 2009. Hardback. Book Condition: New. 236 x 163 mm. Language: English . Brand New Book. Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book s many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature. Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built. * Covers in depth the modern theoretical foundations of competitive asset pricing and consumption/portfolio choice * Uses recursive utility as the benchmark preference representation in dynamic settings * Sets the foundations for advanced modeling using geometric arguments and martingale methodology * Features self-contained mathematical appendixes * Includes extensive end-of-chapter exercises. Bookseller Inventory # AAH9780691139852

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Published by
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(2009)

ISBN 10: 0691139857
ISBN 13: 9780691139852

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**Book Description **Princeton University Press, United States, 2009. Hardback. Book Condition: New. 236 x 163 mm. Language: English . Brand New Book. Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book s many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature. Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built. * Covers in depth the modern theoretical foundations of competitive asset pricing and consumption/portfolio choice * Uses recursive utility as the benchmark preference representation in dynamic settings * Sets the foundations for advanced modeling using geometric arguments and martingale methodology * Features self-contained mathematical appendixes * Includes extensive end-of-chapter exercises. Bookseller Inventory # AAH9780691139852

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Published by
Princeton University Press
(2009)

ISBN 10: 0691139857
ISBN 13: 9780691139852

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**Book Description **Princeton University Press, 2009. Hardcover. Book Condition: New. book. Bookseller Inventory # 0691139857

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