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15 of 15 people found the following review helpful
4.0 out of 5 stars Nice book, shame it is written backwards!, 23 Aug. 2001
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This review is from: Asset Pricing (Hardcover)
The author presents a survey of the asset pricing literature from the 'unifying' stochastic discount factor framework. This is a refreshing attempt to unify the often ad-hoc approaches to asset pricing theory found in the literature. However, the book is structured in a manner that requires the reader to be already fully conversant in the literature. If they are not, many mysterious results are introduced in an apparently random nature, which only fit into the jigsaw puzzle some 50 pages later. I hope the second edition manages to address this problem by altering the structure. Otherwise, a pretty good stab at cleaning up the 'mess' left by the earlier asset pricing literature.
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5.0 out of 5 stars Five Stars, 8 Feb. 2015
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A good book - useful in conjunction with the coursers offering on asset pricing
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5.0 out of 5 stars Five Stars, 26 April 2015
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This review is from: Asset Pricing (Hardcover)
Best book for empirical finance. Very clear, not at all obscure.
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3 of 5 people found the following review helpful
5.0 out of 5 stars very difficult book, 17 Nov. 2010
This review is from: Asset Pricing (Hardcover)
this is a quite difficult book on asset pricing. limited illustration. but a very nice book after all. definitely sth to put on the bookshelf to look like a smart financial professional.
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Asset Pricing
Asset Pricing by John H. Cochrane (Hardcover - 23 Jan. 2005)
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