The paradox of assert pricing/ (Record no. 155313)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00352nam a2200133Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0691090297 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 |
| Item number | BOS/P |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bossaerts, Peter |
| 245 #4 - TITLE STATEMENT | |
| Title | The paradox of assert pricing/ |
| Statement of responsibility, etc. | Peter Bossaerts |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | USA: |
| Name of publisher, distributor, etc. | Princeton University Press, |
| Date of publication, distribution, etc. | 2002. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 170 p. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Principles of Asset-Pricing Theory Wherein we review the basics of asset-pricing theory, starting from dynamic programming (pointing out some of the surprising simplifications when applied to portfolio analysis), introducing the notion of equilibrium,and then narrowing everything down to arrive at the Capital Asset-Pricing Model (CAPM). The emphasis is on the features that the CAPM shares with virtually all other asset-pricing models,namely, in equilibrium, prices are set so that expected excess returns are proportional to covariance with aggregate risk.<br/>Introduction <br/>39 2.2 The Efficient Markets Hypothesis (EMH) <br/>42 2.3 Violations of the Stationarity Assumption <br/> |
| 650 ## - SUBJECT | |
| Keyword | Capital assets pricing model. Efficient market theory. Securities. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Date last checked out | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 28/08/2016 | 332.6 BOS/P | P10106 | 12/07/2018 | 12/07/2018 | General Books |