#19627
Mentioned in 2 episodes

Asset Pricing

Book • 2001
John Cochrane's *Asset Pricing* provides a unified account of modern asset pricing by tracing all asset prices back to the idea that price equals expected discounted payoff.

The book applies this framework to stocks, bonds, and options, and includes discussions on consumption-based models, CAPM, multifactor models, and more.

It also reviews recent empirical work on return predictability and equity premium puzzles.

Mentioned by

Mentioned in 2 episodes

Mentioned by
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Benjamin Felix
, who quoted Cochrane about making sure you're at the table, not on the menu.
25 snips
Episode 369: The Most Important Quotes in Investing
Authored by John Cochran, this book likely covers topics related to asset valuation and financial markets.
15 snips
Gliding Through Life: John Cochrane on the Making of an Economist | GoodFellows | Hoover Institution
Recommended by
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Jonathan Briggs
as a book explaining asset pricing in a generalized framework.
TIP407: The Evolution of Quant Investing w/ Jonathan Briggs, Ph.D.

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