Foundations in Asset Pricing

Module code: ECOM173

Credits: 15.0
Semester: SEM1

Contact: Prof Konstantinos Zachariadis

This module is designed to provide students with a solid training in Asset Pricing strategies and techniques. The module will cover expected utility functions; portfolio choice; CAPM (Capital Asset Pricing Model); consumption CAPM; the stochastic discount factor; APT (Arbitrage Pricing Theory); market microstructure.

Connected course(s): UDF DATA
Assessment: 70.0% Examination, 30.0% Coursework
Level: 7