Investment Theory (FIN 802.3)

Recent/Current Offerings

Syllabus / Public content Section Term Instructor
FIN 802 01 September 2018 Craig Wilson
FIN 802 02 January 2018 Craig Wilson
FIN 802 02 January 2017
FIN 802 02 January 2016


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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