Course Detail

Topics in Asset Pricing (35907)

Course Description by Faculty

  • Veronesi, Pietro
  • Content
    This Ph.D-level course covers topics in the area of dynamic asset pricing, including standard complete market models, incomplete markets, portfolio constraints and transaction costs, learning and uncertainty, asymmetric information and other recent developments such as non-time additive preferences. Depending on time, the course will also cover selected topics in the area of term structure models.

    Note: Winter 2020 Schedule

    Jan 7 - 3:30-6:30 pm, 3SW

    Jan 10 - 8:30-11:30 am, 3SW

    Jan 21 - 3:30-6:30 pm, 3SW

    Jan 28 - 3:30-6:30 pm, 3SW

    Jan 31 - 8:30-11:30 am, 3SW

    Feb 11 - 3:30-6:30 pm, 3SW

    Feb 18 - 3:30-6:30 pm, 3SW

    Feb 21 - 8:30-11:30 am, 3SW

    March 3 - 3:30-6:30 pm, 3SW

    March 17 - 3:30-6:30 pm, 3SW

    March 20 - 8:30-11:30 am, 3SW

    Format
    • Lectures

  • Prerequisites
    BUSN 35907=ECON 39600
  • Materials
    Lecture notes and original journal articles.
  • Grades
    No provisional grades.
    Grades
    • Graded homework assignments

    Assessment & Testing
    • Midterm

    • Final exam (take home)

  • Syllabus
  • Winter 2023Section: 35907-50Meeting Day/Time: TBDLocation: TBDIn-Person Only
Description and/or course criteria last updated: June 8 2022