Picture 1 of 1

Stock photo

Asset Pricing by Cochrane New 9780691121376 Fast Free Shipping.. - Picture 1 of 1

Asset Pricing: Revised Edition by John H. Cochrane (Hardcover, 2005)

5.02 product ratings

The_Book_Fountain (179436)
98.8% positive Feedback

Price:

AU $145.42

Free postage

Estimated delivery Fri, 7 Jun - Wed, 19 Jun

Returns:

30-day returns. Buyer pays for return postage.

Condition:

Brand new

Publisher: Princeton University Press ISBN 13: 9780691121376. Author: John H. Cochrane ISBN 10: 0691121370. Title: Asset Pricing Item Condition: New. Will be clean, not soiled or stained. All new books sold by Book Fountain.

About this product

Product Information

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea - price equals expected discounted payoff - that captures the macro-economic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model - consumption based, CAPM, multifactor, term structure, and option pricing - is derived as a different specification of the discounted factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas. Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics.

Product Identifiers

Publisher
Princeton University Press
ISBN-13
9780691121376
eBay Product ID (ePID)
96345138

Product Key Features

Author
John H. Cochrane
Publication Name
Asset Pricing: Revised Edition
Format
Hardcover
Language
English
Subject
Finance
Publication Year
2005
Type
Textbook
Number of Pages
560 Pages

Dimensions

Item Height
235mm
Item Width
152mm
Item Weight
907g

Additional Product Features

Title_Author
John H. Cochrane
Country/Region of Manufacture
United States

All listings for this product

item 1 Asset Pricing by John H. Cochrane
AU $106.00
Free postage
item 2 Asset Pricing by John H. Cochrane
AU $106.00
Free postage
item 3 Asset Pricing: (Revised Edition) by John H. Cochrane, NEW Book, FREE & FAST Deli
AU $129.03
Free postage
item 4 John Cochrane Asset Pricing (Hardback)
AU $137.10
Free postage
item 5 Asset Pricing by Cochrane New 9780691121376 Fast Free Shipping..
AU $145.42
Free postage
item 6 Asset Pricing: Revised Edition Revised edition Edition by John H. Cochrane (Engl
AU $161.41
Free postage
item 7 John Cochrane Asset Pricing (Hardback) (US IMPORT)
AU $166.19
Free postage

See all 7

5.0

5.0 out of 5 stars based on 2 product ratings

2 product ratings

2 users rated this 5 out of 5 stars
0 users rated this 4 out of 5 stars
0 users rated this 3 out of 5 stars
0 users rated this 2 out of 5 stars
0 users rated this 1 out of 5 stars

Would recommend

Good value

Compelling content

Most relevant reviews

5 out of 5 stars
by eckerdg12 Dec, 2018
the sparkly pink lettering on the binding is... interesting, given the subject.
as a phd student in macro/asset pricing, this is indispensable and the presentation is lucid, not cringey.
Verified purchase: Yes | Condition: Pre-owned

Best Selling in Adult Learning & University

See all

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Best Selling in Adult Learning & University

1871-2021 History Debunked: How Wars and the Scapegoat for Zionism Were Created by Rowald Holt (Paperback, 2020)
5.0 out of 5 stars based on 1 product rating
AU $39.80 New
---- Used
Doug Stone's Gold Atlas of Victoria by Douglas M. Stone (Spiral Bound, 2011)
4.8 out of 5 stars based on 21 product ratings
AU $117.00 New
AU $100.00 Used
Australian Master Bookkeepers Guide - 8th Edition by Stephen J Marsden (Paperback, 2020)
No ratings or reviews yet.
AU $126.45 New
---- Used
The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)
4.8 out of 5 stars based on 88 product ratings
AU $19.95 New
AU $13.00 Used
Sapiens: A Brief History of Humankind by Yuval Noah Harari (Paperback, 2015)
4.8 out of 5 stars based on 57 product ratings
AU $19.57 New
AU $14.62 Used
The Ethnic Cleansing of Palestine by Ilan Pappe (Paperback, 2007)
5.0 out of 5 stars based on 1 product rating
AU $23.96 New
---- Used
Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)
4.9 out of 5 stars based on 157 product ratings
AU $39.98 New
AU $31.50 Used

Save on Adult Learning & University

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Save on Adult Learning & University

Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by A
AU $19.95
Trending at AU $20.57
Essential Enrolled Nursing Skills for Person-Centred Care WorkBook
AU $49.95
Trending at AU $68.12
The Ethnic Cleansing of Palestine by Ilan Pappe (English) Paperback Book
AU $23.99
Trending at AU $32.42
The Red Book: Liber Novus by Carl Gustav Jung (English) Hardcover Book
AU $322.59
Trending at AU $394.18
Ford Falcon EF EL / Fairlane NF NL 1994 - 1998 Workshop Manual
AU $49.00
Trending at AU $59.16
George Hrabovsky Leonard Susskind Classical Mechanics (Paperback)
AU $27.60
Trending at AU $31.47