Asset Pricing and PortfolioChoiceTheory 2nd 3 个回复 - 2422 次查看
Kerry Back 的Asset Pricing Second edition, Oxford University Press 2017
In the 2nd edition of Asset Pricing and PortfolioChoiceTheory, Kerry E. Back offers a concise yet comprehensive introductio ...2017-10-30 06:14 - wangqu211 - 金融学(理论版)
kerry back Asset Pricing and PortfolioChoiceTheory 1st edtion 1 个回复 - 1099 次查看
Preface
I Single-Period Models
1 Utility Functions and Risk Aversion Coefficients
1.1 Uniqueness of Utility Functions
1.2 Concavity and Risk Aversion
1.3 Coefficients of Risk Aversion
1.4 Risk ...2017-8-5 20:57 - 匿名 - 金融学(理论版)
Asset pricing and portfolio choice theory 22 个回复 - 11141 次查看
Asset pricing and portfolio choice theory by Kerry Back, 此书为PhD级别的书,扫描版(且只有1-14章,后面continuous-time的,derivatives的,recursive ut ...2011-11-20 23:56 - 天上白玉京 - 金融学(理论版)