| Record ID | marc_columbia/Columbia-extract-20221130-013.mrc:312513235:3562 |
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LEADER: 03562cam a22005774a 4500
001 6374135
005 20221122030457.0
008 040521s2005 njua b 001 0 eng
010 $a 2004050561
015 $aGBA483851$2bnb
016 7 $a013045905$2Uk
019 $a57530086
020 $a0691121370 (cl : alk. paper)
020 $a9780691121376 (cl : alk. paper)
035 $a(OCoLC)ocm55518499
035 $a(OCoLC)55518499$z(OCoLC)57530086
035 $a(NNC)6374135
035 $a6374135
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050 00 $aHG4636$b.C56 2005
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100 1 $aCochrane, John H.$q(John Howland),$d1957-$0http://id.loc.gov/authorities/names/no92009489
245 10 $aAsset pricing /$cJohn H. Cochrane.
250 $aRev. ed.
260 $aPrinceton, N.J. :$bPrinceton University Press,$c2005.
300 $axvii, 533 pages :$billustrations ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references (p. 497-511) and indexes.
505 00 $g1.$tConsumption-based model and overview --$g2.$tApplying the basic model --$g3.$tContingent claims markets --$g4.$tThe discount factor --$g5.$tMean-variance frontier and beta representations --$g6.$tRelation between discount factors, betas, and mean-variance frontiers --$g7.$tImplications of existence and equivalence theorems --$g8.$tConditioning information --$g9.$tFactor pricing models --$g10.$tGMM in explicit discount factor models --$g11.$tGMM : general formulas and applications --$g12.$tRegression-based tests of linear factor models --$g13.$tGMM for linear factor models in discount factor form --$g14.$tMaximum likelihood --$g15.$tTime-series, cross-section, and GMM/DF tests of linear factor models --$g16.$tWhich method? --$g17.$tOption pricing --$g18.$tOption pricing without perfect replication --$g19.$tTerm structure of interest rates --$g20.$tExpected returns in the time series and cross section --$g21.$tEquity premium puzzle and consumption-based models --$gApp. A.1.$tBrownian motion --$gApp. A.2.$tDiffusion model --$gApp. A.3.$tIto's lemma.
520 1 $a"Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics. This revised edition corrects the original printing throughout, and updates and clarifies the treatment of a number of important topics."--BOOK JACKET.
650 0 $aCapital assets pricing model.$0http://id.loc.gov/authorities/subjects/sh85019932
650 0 $aSecurities.$0http://id.loc.gov/authorities/subjects/sh85119463
650 17 $aKapitaalgoederen.$2gtt
650 17 $aPrijsvorming.$2gtt
650 17 $aEffecten.$2gtt
650 17 $aEconomische modellen.$2gtt
650 6 $aModèle de fixation du prix des actifs.
650 6 $aValeurs mobilières.
650 7 $aModèle d'évaluation des actifs financiers.$2rasuqam
650 7 $aActif financier.$2rasuqam
650 7 $aOption (Finances)$2rasuqam
650 7 $aObligation (Valeur mobilière)$2rasuqam
650 7 $aFixation des prix.$2rasuqam
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/description/prin051/2004050561.html
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0734/2004050561-b.html
852 00 $bbus$hHG4636$i.C56 2005
852 00 $boff,bus$hHG4636$i.C56 2005
852 00 $bleh$hHG4636$i.C56 2005