Asset Pricing Av John H. Cochrane

<p><b>A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing</b><br><br>Investors in financial markets are faced with an abundance of potentially value-relevant information from...

<p>Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated edition, this textbook guides the reader through this theory and its applications to markets. The new edition...

Chapter 1: Portfolio Theory and Practice.- Chapter 2: Capital Market Conditions.- Chapter 3: Capital Asset Pricing Model (CAPM).- Chapter 4: The Market Model.- Chapter 5: The Zero-Beta CAPM.- Chapter 6: Alternative CAPM Specifications.- Chapter 7: Arbitrage...

<p><b>¿Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by every serious student of the field, academic and professional.¿</b></p><p><b><i>Eugene...