000			02285cam a22003614a 4500
001			13601299
003			IIITD
005			20170426122213.0
008			040521s2005 njua b 001 0 eng
010			_a 2004050561
015			_aGBA483851 _2bnb
016	7		_a013045905 _2Uk
020			_a9788122431247
035			_a(OCoLC)ocm55518499
040			_aDLC _cDLC _dYDX _dUKM _dXMA _dIXA _dBAKER _dDLC
042			_apcc
050	0	0	_aHG4636 _b.C56 2005
082	0	0	_a332.6 _222 _bCOC-A
100	1		_aCochrane, John H.
245	1	0	_aAsset pricing _cJohn H. Cochrane.
250			_aRev. ed.
260			_aPrinceton, N.J. : _bPrinceton University Press, _c©2010.
300			_axvii, 533 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references (p. 497-511) and indexes.
505	0		_aConsumption-based model and overview -- Applying the basic model -- Contingent claims markets -- The discount factor -- Mean-variance frontier and beta representations -- Relation between discount factors, betas, and mean-variance frontiers -- Implications of existence and equivalence theorems -- Conditioning information -- Factor pricing models -- GMM in explicit discount factor models -- GMM : general formulas and applications -- Regression-based tests of linear factor models -- GMM for linear factor models in discount factor form -- Maximum likelihood -- Time-series, cross-section, and GMM/DF tests of linear factor models -- Which method? -- Option pricing -- Option pricing without perfect replication -- Term structure of interest rates -- Expected returns in the time series and cross section -- Equity premium puzzle and consumption-based models -- Appendix: -- A.1 Brownian motion -- A.2 Diffusion model -- A.3 Ito's Lemma
650		0	_aCapital assets pricing model.
650		0	_aSecurities.
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/description/prin051/2004050561.html
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0734/2004050561-b.html
906			_a7 _bcbc _corignew _d1 _eocip _f20 _gy-gencatlg
942			_2ddc _cBK
999			_c14131 _d14131