Investment Theory (FIN 802.3)

Recent/Current Offerings

Syllabus / Public content Section Term Instructor
FIN 802 02 January 2018 Craig Wilson
 
FIN 802 02 January 2017
 
FIN 802 02 January 2016

Description

Develops investment theory through the financial economics framework of Von-Neumann Morgenstern utility. This allows exploration of risk aversion, stochastic dominance, and portfolio optimization. MPT and CAPM are derived. Arrow-Debreu contingent claims and option pricing theory are addressed. Additional topics include risk-neutral valuation, stochastic discount factors, and the consumption CAPM.

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