Skiadas, Costis. <br/><br/>
Asset pricing theory / 

 - Princeton N.J :  Princeton University Press,  c2009. 
 - xv, 346 pages :  Illustrations ; 
 - Princeton series in finance, .
<br/><br/> Includes index. 
<br/><br/>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. 
<br/><br/> "Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing." "Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory." "Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built."--BOOK JACKET. 
<br/><br/><label>ISBN: </label>9780691139852 (hardcover : alk. paper) 0691139857 (hardcover : alk. paper) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Capital assets pricing model.<br/>Finance - mathematical models.
<br/><br/><label>LC Class. No.: </label>HG 4636  / SKI