Asset Pricing Theory

"Costis Skiadas has hit a grand-slam with Asset Pricing Theory which fills a great void. It will speak to you in a well-designed, and thoughtful manner encouraging you to read a high-level and rigorous development of the subject regardless of your age, profession or position as economists, mathematicians, financial engineers, and physicists. I am adding it to my 'must read list' for my students and associates. I predict that Asset Pricing Theory will establish itself as a standard reference for many years to come, and this is the quality I admire—a quality that can only be born from experience. Read this book if you want to lead an organization, or lead the way."—Current Engineering Practice

"I am sure any ambitious student who has read it will be drawn into the field immediately. . . . I like the book very much and would recommend it for use in any serious asset pricing theory subject."—Qi Zeng, Economic Record

"Costis Skiadas has given us the definitive self-contained treatment of neoclassical asset pricing theory. There is nothing more rigorous, elegant, or thoughtful on the subject."—Darrell Duffie, Graduate School of Business, Stanford University

"Asset Pricing Theory is a significant contribution to the field because it fills a void and does so in a masterful way. It will be useful to economists, mathematicians, financial engineers, and physicists who wish to read a high-level and rigorous development of the subject. I predict that this book will remain a standard reference for many years to come."—George M. Constantinides, University of Chicago