Asset pricing Theory (MASTER)
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
Contacts
Igor Lončarski
Office hours
Wednesday at 13:00
room RZ-105
Please make an office hours appointment via e-mail beforehand.
