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

	red. prof. dr. Igor Lončarski Katedra za denar in finance (redni član)
	E: igor.loncarski@ef.uni-lj.si  T: (01) 5892-628  Fax: +386 (1) 5 892 698	W: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=106680  LinkedIn: http://si.linkedin.com/pub/igor-loncarski/21/863/257/
	Govorilne ure ponedeljek ob 13.00 v RZ-105 Prosim, če se za GU najavite po el. pošti. / Please make an office hours appointment via e-mail beforehand. POZOR: Aktualna sprememba govorilnih ur