Asset pricing Theory
Aims of the course
no descriptionCourse syllabus
1. Expected Utility and Risk Aversion2. 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)
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