Syllabus

Title
2230 Asset Pricing
Instructors
Univ.Prof. Alexander Mürmann, Ph.D., Philipp Illeditsch
Contact details
office@gsf.ac.at
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
10/22/18 to 10/30/18
Registration at the institute
Notes to the course
Subject(s) Doctoral/PhD Programs
Asset Pricing
Methodology and Theory
Dates
Day Date Time Room
Place and time to be announced

On this page:

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Contents
Lecture Notes
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Learning outcomes

The students acquire a basic knowledge in asset pricing.

Overview of the topics to be covered:


- Market Efficiency, State Prices and Arbitrage
- Equilibrium in a Single-Period Model
- CAPM, APT and Linear Factor Models: Theory and Evidence
- Multi-period Models: Consumption-Based Models

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Teaching/learning method(s)
Whiteboard, open discussions, presentations by students.
Lecture notes are available.
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Assessment
tba
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Recommended previous knowledge and skills
The course is primarily designed for Ph.D. students, and assumes knowledge of (at least)
undergraduate level macroeconomics, microeconomics, statistics and mathematics.
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Availability of lecturer(s)

email

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Other
Grades are based on the (quality of) solution of exercises, presentations, and a final written test.
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Additional (blank) field
You have to sign in additionally via email!
Last edited: 2019-10-24



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