TY  - BOOK
AU  - Skiadas,Costis
TI  - Asset pricing theory
T2  - Princeton series in finance
SN  - 9780691139852
AV  - HG4636 .S55 2009
U1  - 338.4/30001 22
PY  - 2009///
CY  - Princeton
PB  - Princeton University Press
KW  - Capital assets pricing model
KW  - Finance
KW  - Mathematical models
N1  - 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
UR  - http://www.loc.gov/catdir/toc/ecip0827/2008039426.html
ER  -