15 472J - Advanced Asset Pricing

Description
Prereq: None. Focuses on solution, evaluation, and estimation of theories of asset prices and financial markets and their macro- and micro-economic foundations. Discusses theory and econometric methods, the state of the literature, and recent developments. Covers topics such as cross-sectional and time-series models, consumption-based models, financial institutions, household finance, housing, behavioral finance, and financial crises. Students complete a term paper and presentation. Primarily for doctoral students in finance, economics, and accounting.
Credits
12
Recent Professors
Schedule Planner
Recent Semesters
Fall 2019
Offered
TuTh, M
Avg. Sections
2