即将出版的新书：Asset Pricing Theory by Costis Skiadas

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Editorial Reviews Review Costis Skiadas has given us the definitive self-contained treatment of neoclassical asset pricing theory. There is nothing more rigorous, elegant, or thoughtful on the subject. (Darrell Duffie, Graduate School of Business, Stanford University ) Product Description Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book's many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature. Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built. Covers in depth the modern theoretical foundations of competitive asset pricing and consumption/portfolio choice Uses recursive utility as the benchmark preference representation in dynamic settings Sets the foundations for advanced modeling using geometric arguments and martingale methodology Features self-contained mathematical appendixes Includes extensive end-of-chapter exercises

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Asset Pricing Theory (Princeton Series in Finance) (Hardcover)

by Costis Skiadas (Author)

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关键词：Skiadas Pricing Pricin Costis Theory Theory 新书 Pricing Asset Costis

Costis Skiadas 现任凯洛格商学院金融系的主任，是DUFFIE的学生，是一位很厉害的金融学家。

http://www.kellogg.northwestern.edu/faculty/skiadas/home.htm

Costis Skiadas is the Harold L. Stuart Professor of Finance, and current chair of the Finance department. He has made contributions on foundational issues of choice under uncertainty, asset-pricing theory, dynamic portfolio theory, and trade under asymmetric information. His work has appeared in economics, finance, and mathematics journals, and he is the author of the book Asset Pricing Theory. Professor Skiadas is a current or former associate editor of five academic journals, he routinely acts as a referee for numerous leading journals in economics and finance, and has served as a reviewer for book publishers and the National Science Foundation.

Skiadas received his PhD in Operations Research from Stanford University.

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Areas of Expertise
Asset Pricing (Equity Markets/Stock Market, Investments and Portfolio Choice)
Derivative Securities and Markets (Futures, Options, Commodities)
Equity Markets (Stock Market) (Includes: Asset Pricing, Investments and Portfolio Choice)
Financial Engineering
Information Economics
Investments and Portfolio Choice (Includes: Asset Pricing, Equity Markets/Stock Market)
Microeconomics
Risk Management

Education
PhD, 1992, Operations Research, Stanford University
MS, 1990, Operations Research, Stanford University
MS, 1987, Electrical Engineering, Stanford University
BSc, 1986, Electrical Engineering, Imperial College of Science and Technology, First Class Honors

Academic Positions
Chairman of the Finance Department, Kellogg School of Management, Northwestern University, 2007-present

Harold L. Stuart Distinguished Professor of Finance, Kellogg School of Management, Northwestern University, 2004-present

Professor of Finance, Kellogg School of Management, Northwestern University, 2002-2004

Associate Professor of Finance, Kellogg School of Management, Northwestern University, 1998-2002

Assistant Professor of Finance, Kellogg School of Management, Northwestern University, 1992-1998

where can i download it???

the guy is a pure math geek, i am not too high on his book

I also look for it

这本书我看了，觉得没什么用。

好书，好书。谢谢分享

谢谢分享！！！