Cochrane, John H.

Asset pricing / John H. Cochrane. - Rev. ed. - Princeton, N.J. : Princeton University Press, 2005. - xvii, 533 p. : ill. ; 24 cm.

Includes bibliographical references (p. 497-511) and indexes.

9780691121376


Capital assets pricing model.
Securities.

HG4636 / .C56 2005