Topics in Asset Pricing

1 Course Unit

This course exposes student to recent development in the asset pricing literature. The starting point for the course is the standard neo-classical rational expectations framework. We will then investigate where this frameworkhas succeeded and where it has not. Recently documented deviations from the framework in the literature are discussed and placed in context. The course will also focus on hypothesis development, recent research methods, and research writing. The ultimate objective is for students to develop their own hyoptheses and research ideas, resulting in a paper. Not Offered Every Year Prerequisite: FNCE 9110 1 Course Unit