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Asset pricing Theory


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)

  • Office Hours
  • Monday at 13:00 in RZ-105
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