Asset Pricing

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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 e

Financial Asset Pricing Theory

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The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techn

Empirical Asset Pricing

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An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensi

Machine Learning in Asset Pricing

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A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in financial markets are faced with an abundance

A Behavioral Approach to Asset Pricing

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Behavioral finance is the study of how psychology affects financial decision making and financial markets. It is increasingly becoming the common way of underst