FINE 702 — Asset Pricing Theory

Exploration of the foundations of dynamic asset pricing and equilibrium under uncertainty, including various frameworks in continuous time, dynamic optimization, portfolio selection, the Black-Scholes equation, general equilibrium models, asset pricing puzzles, recursive utility, habit formation, heterogeneous agent economies, and Bayesian learning under incomplete information.

• Rating: 5.00 out of 5 from 19 student reviews
• Difficulty: 4.00 out of 5
• Credits: 3
• Faculty: Graduate Studies
• Department: Management
• Taught by: Aytek Malkhozov

Sections offered

• Section 050 (Lec), Tue 2:35-5:25 pm — 13 seats open