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[下载]asset pricing   by John H. Cochrane  June 12, 2000  有点老却是好书

This book owes an enormous intellectual debt to Lars Hansen and Gene Fama. Most of the
ideas in the book developed from long discussions with each of them, and trying to make
sense of what each was saying in the language of the other. I am also grateful to all my col-
leagues in Finance and Economics at theUniversity of Chicago, and to George Constantinides
especially, for many discussions about the ideas in this book. I thank George Constantinides,
Andrea Eisfeldt, Gene Fama, Wayne Ferson, Owen Lamont, Anthony Lynch, Dan Nelson,
Alberto Pozzolo, Michael Roberts, Juha Seppala, Mike Stutzer, Pietro Veronesi, an anony-
mous reviewer, and several generations of Ph.D. students at the University of Chicago for
many useful comments. I thank the NSF and the Graduate School of Business for research
support.