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.


  • Prerequisites
    BUSN 35907=ECON 39600
  • Materials
    Lecture notes and original journal articles.
  • Grades
    No provisional grades.
  • Syllabus
  • Winter 2023Section: 35907-50W 1:30PM-4:30PMHarper CenterC03In-Person Only
Description and/or course criteria last updated: November 7 2022