000			02269 a2200409 4500
001			25813
999			_c25813 _d12249
003			TR-AnTOB
005			20210107141738.0
008			060422s2005 njua b 00110 eng
010			_a2004050561
015			_aGBA483851 _2bnb
016		7	_a013045905 _2Uk
020			_a0691121370 (cl : alk. paper)
035			_a(OCoLC)ocm55518499
040			_aDLC _cDLC _dYDX _dUKM _dXMA _dIXA _dBAKER _dDLC
041			_aeng
042			_apcc
050		0	_aHG4636 _b.C56 2005
090			_aHG4636 .C56 2005
100			_aCochrane, John H., _q(John Howland) _922338
245		0	_aAsset pricing / _cJohn H. Cochrane.
250			_aRev. ed.
264		1	_aPrinceton, N.J. : _bPrinceton University Press, _c2005.
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		7	_aSermaye aktifleri fiyatlama modeli _2etuturkob _922339
650		0	_aCapital assets pricing model _922341
650		0	_aSecurities _922342
650		7	_aMenkul değerler _2etuturkob _912608
856		4	_uhttp://www.loc.gov/catdir/description/prin051/2004050561.html _3Publisher description
902			_a0014597
906			_a7 _bcbc _corignew _d1 _eocip _f20 _gy-gencatlg
925		0	_aacquire _b2 shelf copies _xpolicy default
942			_cBK