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This book provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge of graduate micoreconomic theory, it explores the funamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular in explores arbitrage pricing models with and without diversification, Martingale pricing methodes, representative agent pricing models ; discusses these ideas in two-date and multi-date models, and provides a range of examples from the literature.
Money. Monetary policy --- Quantitative methods (economics) --- Immobilisations --- Mathématiques financières --- Finances --- Modèle de fixation du prix des actifs --- Prix. --- Modèles mathématiques
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Evaluation --- Finance --- Pricing --- Finances --- Prix --- Mathematical models --- Modèles mathématiques --- Fixation --- Modèle de fixation du prix des actifs. --- Gestion de portefeuille. --- Incertitude. --- Modèle de fixation du prix des actifs --- Gestion de portefeuille --- Incertitude --- Capital assets pricing model --- Portfolio management --- Uncertainty --- Modèles mathématiques --- Marché financier
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Capital assets pricing model --- Corporations --- Dividends --- Risk --- Modèle de fixation du prix des actifs --- Entreprises --- Dividendes --- Risque --- Growth --- Mathematical models --- Croissance --- Modèles mathématiques --- Valuation --- Modèle de fixation du prix des actifs --- Modèles mathématiques --- Corporations - Growth - Mathematical models --- Dividends - Mathematical models --- Risk - Mathematical models --- Corporations - Valuation - Mathematical models
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Finance --- Economics --- Capital assets pricing model --- Modèle de fixation du prix des actifs --- Finances --- Économie politique --- Capital assets pricing model. --- Economics. --- Finance. --- 332.015195 --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Investments --- Economic theory --- Political economy --- Social sciences --- Economic man --- Funding --- Funds --- Currency question --- Mathematical models
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This book upends the conventional wisdom about asset allocation by showing that what matters aren't asset class labels but the bundles of overlapping risks they represent. The key, the book argues, is bad times, and the fact that every investor's bad times are somewhat different. The notion that bad times are paramount is the guiding principle of the book, which offers a new approach to the age-old problem of where an investor should put their money. This book argues that the traditional approach, with its focus on asset classes, is too crude and ultimately too costly to serve investors adequately. Instead it focuses instead on "factor risks," the peculiar sets of hard times that cut across asset classes, and that must be the focus of investors' attention if they are to weather market turmoil and receive the rewards that come with doing so. Optimally harvesting factor premiums for an investor requires identifying personal hard times, and exploiting the difference between them and those of the average investor.
Money market. Capital market --- Asset-backed financing --- Capital assets pricing model --- Investments --- 339.40 --- Vermogenbeheer. financiële analyse (algemeenheden). --- Asset-backed financing. --- Capital assets pricing model. --- Investments. --- Gestion de portefeuille --- Allocation d'actifs --- Investissements de capitaux --- Titrisation --- Modèle de fixation du prix des actifs --- Investissements --- Investing --- Investment management --- Portfolio --- Finance --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Asset-backed securities --- Asset-based financing --- Asset securitization --- Securitization, Asset --- Corporations --- Covered bonds --- Vermogenbeheer. financiële analyse (algemeenheden) --- Mathematical models --- Gestion de portefeuille. --- Allocation d'actifs. --- Investissements de capitaux. --- Titrisation. --- Modèle de fixation du prix des actifs. --- Investissements. --- Modèle de fixation du prix des actifs.
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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. --
Money market. Capital market --- Securities --- Capital assets pricing model --- Investments --- Prices --- Mathematical models --- Decision-making --- Capital assets pricing model. --- Valeurs mobilières --- Modèle de fixation du prix des actifs. --- Investissements --- Mathematical models. --- Decision making. --- Prix --- Modèles mathématiques. --- Prise de décision. --- Securities - Prices - Mathematical models --- Investments - Decision-making --- Valeurs mobilières --- Modèle de fixation du prix des actifs. --- Modèles mathématiques. --- Prise de décision.
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Investment management --- Investments --- Capital assets pricing model --- Risk --- Rate of return --- Investissements --- Modèle de fixation du prix des actifs --- Risque --- Taux de rendement --- Investments. --- Capital assets pricing model. --- Risk. --- Rate of return. --- 658.152 --- Economics --- Uncertainty --- Probabilities --- Profit --- Risk-return relationships --- Investment return --- Investment yield --- Return on equity --- Return on investment --- ROI (Rate of return) --- Capital investments --- Ratio analysis --- Investing --- Portfolio --- Finance --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Capital investment. Fixed assets. Use of funds --- Mathematical models --- 658.152 Capital investment. Fixed assets. Use of funds --- Modèle de fixation du prix des actifs
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