Asset pricing Theory

course

Aims of the course

No description

Course syllabus

1. Expected Utility and Risk Aversion
2. Mean-Variance Analysis
3. CAPM, Arbitrage, and Linear Factor Models
4. Consumption-Savings Decision and State Pricing
5. Multiperiod Discrete-Time Model of Consumption and Portfolio Choice
6. Multiperiod Market Equilibrium
7. Asset Pricing in Continous Time
8. Additional Topics in Asset Pricing

Course director(s)

	Igor Lončarski, PhD, Full Professor Academic Unit for Money and Finance (Regular Member)
	E: igor.loncarski@ef.uni-lj.si  T: +386 1 5892-628	W: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=106680  LinkedIn: http://si.linkedin.com/pub/igor-loncarski/21/863/257/
	Office Hours Monday at 13:00 in RZ-105