Investments and asset pricing
In this course you will study financial economics with a focus on investments and asset pricing.
You will especially study the theoretical models for:
- arbitrage and efficient markets
- asset pricing for stocks
- asset pricing for bonds
- optimal portfolio choice
- macro-financial linkages between financial institutions and the real economy
In addition:
- econometric analysis of security returns and risks
- econometric analysis of mutual funds over- and under-performance
This is a 7.5 credit course. Course material will be available on the learning platform.
Teaching Format
Instruction is given in the form of lectures. The language of instruction is English.
Assessment
The course is examined on the basis of a written examination.
Examiner
The schedule will be available no later than one month before the start of the course.
We do not recommend print-outs as changes can occur. At the start of the course,
your department will advise where you can find your schedule during the course.
Note that the course literature can be changed up to two months before the start of the course.
Course reports are displayed for the three most recent course instances.
