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15.472[J] Advanced Asset Pricing

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(Same subject as 14.442[J])
Prereq: None
Units: 3-0-9
You must participate in Sloan's Course Bidding to take this subject.
Lecture: TR9-10.30 (E62-687) Recitation: M EVE (6-7.30 PM) (E51-376)

Focuses on solving, estimating, and empirically evaluating theoretical models of asset prices and financial markets, as well as their microeconomic foundations and macroeconomic implications. Discusses theory and econometric methods, the state of the literature, and recent developments and empirical evidence. Covers topics such as cross-sectional and time-series models, consumption-based and intermediary-based models, financial institutions, household finance, housing, behavioral finance, financial crises, and continuous-time tools and applications. Students complete a short term paper and a presentation. Primarily for doctoral students in finance, economics, and accounting.
D. Lucas
No textbook information available

Total units: 12

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TIME Mon Tue Wed Thu Fri KEY  15.472 7 am 8 am 9 am 10 am 11 am 12 pm 1 pm 2 pm 3 pm 4 pm 5 pm 6 pm 7 pm 8 pm 9 pm