The Paradox of Asset Pricing

The Paradox of Asset Pricing

by Peter Bossaerts
     
 

"This book, whose rousing style drew me in immediately, is remarkable in how well it is able honestly to convey the core of modern finance theory and then to go on to criticize it fairly."—Thomas Sargent, Stanford University, Hoover Institution

"An important and timely book, The Paradox of Asset Pricing offers a fresh look at what the efficient

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Overview

"This book, whose rousing style drew me in immediately, is remarkable in how well it is able honestly to convey the core of modern finance theory and then to go on to criticize it fairly."—Thomas Sargent, Stanford University, Hoover Institution

"An important and timely book, The Paradox of Asset Pricing offers a fresh look at what the efficient markets hypothesis really implies. Summarizing forty years of asset pricing tests, it compels researchers to think deeply about what they are doing."—Bernt Arne Odegaard, Norwegian School of Management, Central Bank of Norway

Product Details

ISBN-13:
9780691123134
Publisher:
Princeton University Press
Publication date:
12/28/2004
Series:
Frontiers of Economic Research Series
Edition description:
New Edition
Pages:
192
Product dimensions:
8.80(w) x 5.60(h) x 0.40(d)

Table of Contents

1Principles of asset-pricing theory
2Empirical methodology
3The empirical evidence in a nutshell
4The experimental evidence
5From EMH to merely efficient learning
6Revisiting the historical record

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