Theory of Asset Pricing by George Pennachi

WriitenbyGeorgePennachi,averyfamousandclassicmaterialforassetpricingstudy.TheoryofAssetPricingunifiesthecentraltenetsandtechniquesofassetvaluationintoasingle,comprehensiveresourcethatisidealforthefirstPhDcourseinassetpricing.Single-PeriodPortfolioChoiceandAssetPricing:ExpectedUtili