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Skiadas, Costis, 1965-

Asset pricing theory / Costis Skiadas. - Princeton : Princeton University Press, c2009. - xv, 346 p. : ill. ; 25 cm. - Princeton series in finance . - Princeton series in finance. .

Includes bibliographical references (p. 327-339) and index.

Single-period analysis. Financial market and arbitrage -- Mean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis.

ISBN: 9780691139852 0691139857

LCCN: 2008039426

Nat. Bib. No.: GBA8D6815 bnb

Nat. Bib. Agency Control No.: 014845219 Uk

Subjects--Topical Terms:
Capital assets pricing model.
Finance--Mathematical models.

LC Class. No.: HG4636 / .S55 2009

Dewey Class. No.: 338.4/30001