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Product Description
Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment (9780691122977): Kenneth J. Singleton: Books. This book is at the intersection of modern time series and modern asset pricing theory. . . . Ken Singleton gives us the ultimate treatise of empirical asset pricing. . . . [I]t is sure to become a classic work in this field. -- Economic DynamicsThis seminal book provides for an in-depth treatment (i) of the various econometric methods used in dynamic asset pricing models, (ii) of pricing kernels, preferences and dynamic asset pricing models and (iii) of no-arbitrage based dynamic asset pricing models. The book contains sixteen chapters and really does provide for much more than an overview of those three broad topics mentioned above. -- Emmanuel Haven, Mathematical ReviewsWriting a treatise about empirical asset pricing is as much art as it is science. Professor Singleton intertwines these two dimensions with remarkable skill to provide a critical review of the field. . . . The book accomplishes the goal of great clarity without compromising on the depth of the treatment. . . . The author deserves special praise for encouraging the reader to perceive various compromises involved in financial modeling. The text provides a road map for novices and inspiration for seasoned researchers in the field. As such, it is certain to become a classic of empirical asset pricing. -- Anna Cieslak, Financial Markets and Portfolio ManagementWriting a treatise about empirical asset pricing is as much art as it is science. Professor Singleton intertwines these two dimensions with remarkable skill to provide a critical review of the field. As such Empirical Dynamic Asset Pricing extends far beyond a textbook treatment of the subject. It gives the reader a unique opportunity to look at dynamic asset pricing models through the eyes of a researcher who has shaped their development during 25 years of his influential work. -- Anna Cieslak, Financial Markets and Portfolio Management
Shipping Weight: 2 pounds
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