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The Resource Financial decisions and markets : a course in asset pricing, John Y. Campbell

Financial decisions and markets : a course in asset pricing, John Y. Campbell

Label
Financial decisions and markets : a course in asset pricing
Title
Financial decisions and markets
Title remainder
a course in asset pricing
Statement of responsibility
John Y. Campbell
Creator
Author
Subject
Language
eng
Summary
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. After a careful introduction to single-period models, Campbell develops multiperiod models with time-varying discount rates, reviews the leading approaches to consumption-based asset pricing, and integrates the study of equities and fixed-income securities. He discusses models with heterogeneous agents who use financial markets to share their risks, but also may speculate against one another on the basis of different beliefs or private information. Campbell takes a broad view of the field, linking asset pricing to related areas, including financial econometrics, household finance, and macroeconomics. The textbook works in discrete time throughout, and does not require stochastic calculus. Problems are provided at the end of each chapter to challenge students to develop their understanding of the main issues in financial economics. --
Assigning source
Provided by publisher
Cataloging source
DLC
Illustrations
illustrations
Index
index present
LC call number
HG4636
LC item number
.C36 2018
Literary form
non fiction
Nature of contents
bibliography
Financial decisions and markets : a course in asset pricing, John Y. Campbell
Label
Financial decisions and markets : a course in asset pricing, John Y. Campbell
Publication
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Bibliography note
Includes bibliographical references (pages 405-433) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
http://library.link/vocab/cover_art
https://contentcafe2.btol.com/ContentCafe/Jacket.aspx?Return=1&Type=S&Value=9780691160801&userID=ebsco-test&password=ebsco-test
Dimensions
27 cm
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b4414796'}
Extent
xxi, 451 pages
Isbn
9780691160801
Lccn
2017013268
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)983824971

Library Locations

    • Folsom LibraryBorrow it
      110 8th St, Troy, NY, 12180, US
      42.729766 -73.682577
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