Asset Pricing and Portfolio Choice Theory

Discover the essential resource for advanced finance studies with Asset Pricing and Portfolio Choice Theory by Kerry E. Back. Published by Oxford University Press Inc in 2017, this comprehensive textbook spans 744 pages and is tailored for Ph.D. and Master's students in Quantitative Finance. This revised second edition delves into single-period, discrete-time, and continuous-time financial models, offering a thorough exploration of key concepts in asset pricing and portfolio management. Each chapter is thoughtfully designed with exercises to enhance understanding and application of the material. Whether you're looking to deepen your knowledge or prepare for a career in finance, this book is an invaluable addition to your academic library.