A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing. Investors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machine learning (ML) are well-suited ...(展开全部)

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea - price equals expected discounted payoff - ...(展开全部)

John H. Cochrane is the Rose-Marie and Jack Anderson Senior Fellow at the Hoover Institution at Stanford University. Previously, he was the AQR Capital Management Distinguished Service Professor of Finance at the Booth School of Business and in the Department of Economics at the University of Chicago. Among other honors, he has been the president of the American Finance Associa...(展开全部)

John H. Cochrane is the Rose-Marie and Jack Anderson Senior Fellow at the Hoover Institution at Stanford University. Previously, he was the AQR Capital Management Distinguished Service Professor of Finance at the Booth School of Business and in the Department of Economics at the University of Chicago. Among other honors, he has been the president of the American Finance Associa...(展开全部)

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea - price equals expected discounted payoff - ...(展开全部)

It's been said that data is the new "dirt"—the raw material from which and on which you build the structures of the modern world. And like dirt, data can seem like a limitless, undifferentiated mass. The ability to take raw data, access it, filter it, process it, visualize it, understand it, and communicate it to others is possibly the most essential business problem for the co...(展开全部)

It's been said that data is the new "dirt"—the raw material from which and on which you build the structures of the modern world. And like dirt, data can seem like a limitless, undifferentiated mass. The ability to take raw data, access it, filter it, process it, visualize it, understand it, and communicate it to others is possibly the most essential business problem for the co...(展开全部)

This is a thoroughly updated edition of "Dynamic Asset Pricing Theory", the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium. The...(展开全部)