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Cover for 9780226426846 Cover for 9780817919245 Cover for 9780817919047 Cover for 9780691074986 Cover for 9780691121376 Cover for 9781843761921 Cover for 9781933019154
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By Michael D. Bordo (contributor), John H. Cochrane (editor), Alex Nikolsko-Rzhevskyy (contributor), David H. Papell (contributor) and John B. Taylor (editor)

Hardcover:

9780817919245 | Hoover Inst Pr, May 1, 2016, cover price $14.95

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Product Description: Drawing from a 2014 Hoover Institution Conference on Inequality in honor of Gary Becker, a group of distinguished contributors explore various measures of inequality in America and address the issue of whether or not it is increasing...read more

Hardcover:

9780817919047 | Hoover Inst Pr, December 1, 2015, cover price $14.95 | About this edition: Drawing from a 2014 Hoover Institution Conference on Inequality in honor of Gary Becker, a group of distinguished contributors explore various measures of inequality in America and address the issue of whether or not it is increasing.

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--that captures the macro-economic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model--consumption based, CAPM, multifactor, term structure, and option pricing--is derived as a different specification of the discounted factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas. Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics.

Hardcover:

9780691121376 | Revised edition (Princeton Univ Pr, January 3, 2005), cover price $125.00 | About this edition: Winner of the prestigious Paul A.
9780691074986 | Princeton Univ Pr, January 1, 2001, cover price $75.00 | About this edition: Every day, the financial markets bravely price trillions of dollars in such risky securities as stocks, bonds, options, futures, and derivatives.

Miscellaneous:

9781400829132 | Revised edition (Princeton Univ Pr, June 1, 2008), cover price $99.50

cover image for 9781843761921
Product Description: This insightful collection examines the intersection between macroeconomics and finance. The key challenge in this area is to find the right measure of 'bad times' (the marginal value of wealth) to explain some assets' high average returns or low prices as compensation for those assets' tendency to pay off poorly in bad times...read more
By John H. Cochrane (editor)

Hardcover:

9781843761921 | Edward Elgar Pub, April 30, 2006, cover price $340.00 | About this edition: This insightful collection examines the intersection between macroeconomics and finance.

Paperback:

9781933019154 | Now Pub, October 31, 2005, cover price $55.00 | About this edition: What are the real, macroeconomic risks that drive asset prices?

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