ECON 4051
Financial Asset Pricing
Factors that drive security prices and models that attempt to account for aspects of security returns, including the generic arbitrage pricing model, the capital asset pricing model (CAPM), the consumption CAPM, and the intertemporal CAPM.
Topics
- generic arbitrage pricing model
- capital asset pricing model (CAPM)
- consumption CAPM
- the intertemporal CAPM
Course catalogue
Prerequisites & course information
Precludes additional credit for BUSI 3500 . Prerequisite(s): ECON 3050 with a grade of C- or higher, and ECON 3210 (or equivalent) with a grade of C- or higher. Lectures three hours a week.
Sources
- Course catalogue ↗2026–2027
- ECON 4051 ↗2026