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MFIN 8866 Ph.D. Seminar: Asset Pricing Theory (Spring: 3 )


Course Description

This course investigates the theoretical principals of asset valuation in competitive financial markets and especially portfolio theory. Some of the topics include statistical analysis of risk and return, optimal decision under risk, portfolio theory, implementation, forecasting returns, variance, data mining, equilibrium determination of expected returns (CAPM), the efficiency of financial markets, no-arbitrage based pricing, APT and factor models, portfolio performance evaluation, and volatility in financial markets.


Schedule: Biennially

Instructor(s): The Department

Prerequisites: None

Cross listed with:

Comments: MFIN8866 is a quantitative finance elective, designed for finance majors interested in quantitative portfolio management.


Last Updated: 14-Feb-14