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A graduate-level textbook that develops the theory of general equilibrium asset pricing from microeconomic foundations, linking general equilibrium, choice theory, and financial economics to derive asset pricing results such as consumption-based CAPM, term structure models, and analyses of empirical puzzles in modern finance.

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245: $a: Microfoundations of Financial Economics: An Introduction to General Equilibrium Asset Pricing
245: $b:
082: $a:
100: $a: Yvan Lengwiler
650: $a: Economics
250: $a:
440: $v:
250: $b: Princeton University Press
250: $c: 2004
020: $a: 9780691113159
300: $a: 304