Financial Economics II BUS 805 (3)
A survey of asset pricing models including linear factor models, CAPM, and arbitrage models. Multi-period consumption, portfolio choice, and asset pricing models; continuous-time consumption and portfolio choice; behavioral finance and asset pricing; asset pricing with differential information.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
Jijun Niu |
May 9 – May 16, 2016: Mon, 2:00–5:00 p.m.
May 24, 2016: Tue, 2:00–5:00 p.m. |
|