Advanced Asset Pricing - Spring 2018

Prof. Rajna Gibson Brandon, TA: Elisabeth Pröhl

This course will be taught in the coming spring semester starting on February 23, 2018. Classes will take place on Fridays at 10.15 am in room R 040 (Uni Mail). The course material will be posted on Chamilo, please search for "Advanced Asset Pricing" or "S413060" and subscribe to the course.

This Master's course focuses primarily on theoretical and empirical developments in continuous-time asset pricing and portfolio management. The first part of the course teaches continuous-time optimal consumption and portfolio choice models as well as continuous-time asset pricing models. The second part of the course is dedicated to selected research topics in asset pricing and portfolio management that shall also be of interest to students searching for a Master's thesis research topic. Please see the syllabus for more information.