Princeton Lectures in Finance⁴

Markus K. Brunnermeier, Series Editor

This annual lecture series invites a leading figure in the field of finance to deliver a set of lectures at Princeton University on a topic of major significance to researchers and professionals, and publishes a book based on the lectures.

Machine Learning in Asset Pricing Stefan Nagel
A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing
Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets Darrell Duffie
A concise introduction to modeling over-the-counter markets
Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice William F. Sharpe
In Investors and Markets, Nobel Prize-winning financial economist William Sharpe shows that investment professionals cannot make good portfolio choices unless they understand the determinants of asset prices. But until now asset-price...
Neoclassical Finance Stephen A. Ross
Neoclassical Finance provides a concise and powerful account of the underlying principles of modern finance, drawing on a generation of theoretical and empirical advances in the field. Stephen Ross developed the no arbitrage principle...