Course Detail

Asset Pricing I (34901)

Course Description by Faculty

  • Hansen, Lars Heaton, John
  • Content
    PhD-level course in Asset Pricing. Weeks 1-4 will be taught by John Heaton. Weeks 5-9 will be taught by George Constantinides. Please see syllabus link for further details.
  • Prerequisites
    BUSN 34901=ECON 35050
  • Materials

    Asset Pricing by John Cochrane and Financial Decisions and Markets by John Campbell, lecture notes, and readings posted weekly on the course web site.


  • Grades

    The course grade is based on class participation, homework assignments, and a final examination in class. Students are expected to read the assigned materials in advance, participate in the class discussion, and work on extensive problem sets. Problem sets account for 20% of the grade and the final examination accounts for 80%.  Class participation counts when the performance on the final examination lies between two grades.

    • No auditors

    • No pass/fail grades

  • Syllabus
  • Autumn 2023Section: 34901-50MW 8:30AM-9:50AMHarper Center3B - Seminar RoomIn-Person Only
Description and/or course criteria last updated: June 2 2023