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Asset pricing Theory

predmet

Cilji predmeta

Ni opisa

Vsebina predmeta

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

Nosilci predmeta

  • Govorilne ure
  • torek ob 8.30 v Net/Zoom
  • GU potekajo prek Zoom-a. Prosim, če se najavite po el. pošti. / Office hours via Zoom. Please email me beforehand.
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