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2017461
Asset Pricing: Revised Edition
87% of respondents would recommend this to a friend
Item #:
2017461
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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.
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What Stands Out
Comprehensive Coverage
This revised edition includes extensive updates and broader coverage of asset pricing theories, making it an essential resource for both students and professionals seeking in-depth understanding of contemporary financial models.
Expert Insights
Authored by leading academics in finance, this book offers expert insights and practical applications, ensuring that readers gain not only theoretical knowledge but also real-world relevance in asset pricing strategies.
Interactive Learning
Features new problem sets and case studies that facilitate interactive learning, allowing readers to apply concepts and enhance their analytical skills in a structured manner, ideal for classroom or self-study.
Product Details
- Revised edition unifies and updates asset pricing science for advanced students and professionals
- Traces pricing of all assets back to a single idea: price equals expected discounted payoff
- Presents applications to stocks, bonds, and options using a single stochastic discount factor
- Derives different models like consumption-based, CAPM, multifactor, term structure, and option pricing from the discounted factor
- Employs Generalized Method of Moments for empirical work on sample average prices and discounted payoffs
- Includes a review of recent empirical work on return predictability, value and other puzzles, and equity premium puzzles
| Publisher | Princeton University Press |
| Publication date | January 23, 2005 |
| Edition | Revised |
| Language | English |
| Print length | 568 pages |
| ISBN-10 | 0691121370 |
| ISBN-13 | 978-0691121376 |
| Item Weight | 2 pounds (910 grams) |
| Dimensions | 6.25 x 1.5 x 9.25 inches (15.9 x 3.8 x 23.5 cm) |
Who Should Buy?
-
Finance Students
Ideal for undergraduate and graduate students who need a solid foundation in asset pricing theory and applications.
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Investment Professionals
Highly beneficial for investment analysts and portfolio managers seeking to enhance their understanding of market behavior.
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Economists and Researchers
Useful for economists and researchers conducting studies on asset pricing models and market efficiency.
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Casual Readers
Not suitable for casual readers seeking light content; the material is complex and technical.
Product Description
Asset Pricing: Revised Edition
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Product Buying Guide
Asset Pricing: Revised Edition Revised Edition by John Cochrane is an extensively revised and unified book, bringing the science of asset pricing up to date for advanced students and professionals. Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, this revised edition provides a comprehensive and updated understanding of asset pricing for macro-economic risks underlying each security's value.
Product Specifications
- Author: John Cochrane
- Edition: Revised Edition
- Comprehensive coverage of asset pricing models including consumption-based, CAPM, multifactor, term structure, and option pricing
- Empirical approaches using the Generalized Method of Moments (GMM)
- Review of recent empirical work on return predictability, value and other puzzles in the cross-section, and equity premium puzzles
Key Features
- Unified and up-to-date account of modern asset pricing
- Application to stocks, bonds, and options
- State-space geometry for mean-variance frontiers and asset pricing models
- Empirical applications and translation between theoretical frameworks and empirical methods
Usage Scenarios
- Advanced students and professionals seeking a comprehensive understanding of asset pricing models and empirical approaches
- Academics and practitioners looking for a condensed and advanced summary of recent scholarship in financial economics
Usage Scenarios
- Competitor A
- Competitor B
- Competitor C
Some User Review
- This book is a comprehensive and up-to-date resource for anyone studying or working in the field of asset pricing. The author's approach to unifying asset pricing models and empirical methods is particularly valuable.
- The revised edition provides valuable insights and applications of asset pricing models to real-world securities such as stocks, bonds, and options. The empirical work using the Generalized Method of Moments adds depth to the understanding of asset pricing.
- The book serves as an excellent summary of recent scholarship in financial economics, making it a valuable resource for both academics and professionals.
Competitors
- The price range for Asset Pricing: Revised Edition Revised Edition is highly competitive when compared with similar books in the market, offering great value for the comprehensive and up-to-date content it provides.
Buying Considerations
- Consider the book's relevance to your academic or professional needs, as it caters to advanced readers seeking in-depth knowledge of asset pricing models and empirical approaches.
- Evaluate the competitive pricing and the value offered by the comprehensive and updated content of the book.
- Consider the positive user reviews and the prestigious recognition received by the author for scholarly writing in lifelong financial security.
Conclusion
Asset Pricing: Revised Edition Revised Edition by John Cochrane is a valuable and comprehensive resource for advanced students and professionals seeking an up-to-date understanding of asset pricing models and empirical approaches. With competitive pricing and positive user reviews, it offers great value for those interested in the field of financial economics.
View LessAsset Pricing: Revised Edition Revised Edition by John Cochrane is an extensively revised and unified book, bringing the science of asset pricing up to date for advanced students and professionals. Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, this revised edition provides a comprehensive and updated understanding of asset pricing for macro-economic risks underlying each security's value. Continue Reading
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Economics Editorial Review
** Asset Pricing: Revised Edition** "Asset Pricing: Revised Edition" by John Cochrane has garnered a warm reception among finance enthusiasts and students alike, illustrating the book's effectiveness as both an educational tool and a practical guide. Readers have praised Cochrane's ability to synthesize a wide array of pricing theories, such as the Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory (APT), and derivative pricing. He structures the book around a central theme of Consumption-based pricing theory, presenting complex methodologies and concepts in a manner that feels coherent and approachable. The author balances rigorous theoretical insights with practical empirical studies, including detailed discussions of various pricing models like the Fama-French model. This combination not only enriches the reader's understanding but also facilitates a deeper appreciation of the theoretical frameworks encountered in academic finance. Critics note that while the book serves as an excellent introduction, readers should have a foundational understanding of macroeconomics and econometrics to fully benefit from its contents. Cochrane's engaging style shines through, making dense material accessible without sacrificing academic quality. This casual yet focused approach distinguishes the book from many others, making it approachable for those without PhDs. Yet, some reviewers pointed out a desire for more applications and examples to further illustrate the principles discussed. Overall, "Asset Pricing: Revised Edition" is highly recommended for individuals keen to delve into asset pricing theories, merging both theoretical understanding and practical application. The book is said to offer a learning experience akin to obtaining a Master's degree in asset pricing—an encouraging endorsement for potential readers. **
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Pros
- Comprehensive coverage of asset pricing theories.
- Clear and unified presentation of complex concepts.
- Balances theory and empirical studies effectively.
- Engaging, casual writing style that aids understanding.
- Good introduction for students and practitioners.
Cons
- May require prior knowledge of macroeconomics and econometrics.
Product Price History
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Features & Benefits
- Asset Pricing is a revised edition by John Cochrane which provides a unified account of modern asset pricing.
- The pricing of all assets is traced back to a single idea which captures the macroeconomic risks underlying each security's value.
- Each model, such as consumption-based, CAPM, multifactor, term structure, and option pricing, is derived as a different specification of the discounted factor.
- 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.
- This book condenses and advances recent scholarship in financial economics.
- It is written to be a summary for academics and professionals as well as a textbook.
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