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Asset Pricing and Portfolio Choice Theory

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This book covers the classical results on single-period, discrete-time, and continuous-time models of portfolio choice and asset pricing. It also treats asymmetric information, production models, various proposed explanations for the equity premium puzzle, and topics important for behavioral finance.

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Asset Pricing and Portfolio Choice Theory 2017, Oxford University Press, USA

ISBN-13: 9780190241148

2nd edition

Hardcover

Asset Pricing and Portfolio Choice Theory 2010, Oxford University Press, USA, Oxford, England

ISBN-13: 9780195380613

Hardcover