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电子书-金融决策与市场:资产定价课程(英)

# 金融决策 # 市场决策 # 行为经济学 大小:4.21M | 页数:477 | 上架时间:2021-07-17 | 语言:英文

电子书-金融决策与市场:资产定价课程(英).pdf

电子书-金融决策与市场:资产定价课程(英).pdf

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类型: 电子书

上传者: user_60631545

出版日期: 2021-07-17

摘要:

From the field's leading authority, the most authoritative and comprehensive advanced-level textbook on asset pricing

InFinancial Decisions and Markets, John Campbell, one of the field's most respected authorities, provides a broad graduate-level overview of asset pricing. He introduces students to leading theories of portfolio choice, their implications for asset prices, and empirical patterns of risk and return in financial markets. Campbell emphasizes the interplay of theory and evidence, as theorists respond to empirical puzzles by developing models with new testable implications. The book shows how models make predictions not only about asset prices but also about investors' financial positions, and how they often draw on insights from behavioral economics.


After a careful introduction to single-period models, Campbell develops multiperiod models with time-varying discount rates, reviews the leading approaches to consumption-based asset pricing, and integrates the study of equities and fixed-income securities. He discusses models with heterogeneous agents who use financial markets to share their risks, but also may speculate against one another on the basis of different beliefs or private information. Campbell takes a broad view of the field, linking asset pricing to related areas, including financial econometrics, household finance, and macroeconomics. The textbook works in discrete time throughout, and does not require stochastic calculus. Problems are provided at the end of each chapter to challenge students to develop their understanding of the main issues in financial economics.

来自该领域的权威领导,最权威、最全面的资产定价高级水平教材
在《金融决策与市场》一书中,约翰坎贝尔(John Campbell)是该领域最受尊敬的权威人士之一,他对资产定价提供了广泛的研究生层次的概述。他向学生们介绍了投资组合选择的主要理论,它们对资产价格的影响,以及金融市场风险和回报的经验模式。坎贝尔强调理论和证据的相互作用,因为理论家通过开发具有新约含义的模型来应对经验难题。这本书展示了模型如何不仅预测资产价格,而且预测投资者的财务状况,以及它们如何经常借鉴行为经济学的观点。
在仔细介绍了单期模型之后,Campbell发展了具有时变贴现率的多期模型,回顾了基于消费的资产定价的主要方法,并整合了股票和固定收益证券的研究。他讨论了使用金融市场分担风险的异质代理人的模型,但也可能基于不同的信仰或私人信息进行相互投机。坎贝尔对这一领域有着广阔的视野,将资产定价与相关领域联系起来,包括金融计量学、家庭金融学和宏观经济学。这本教科书始终是离散时间的,不需要随机微积分。在每一章的结尾都会提供问题,以激发学生对金融经济学主要问题的理解。

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