#31909
Mentioned in 1 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.
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.
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Mentioned in 1 episodes
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
