Introduction to Asset Pricing

1.5 units

This course is a six-week introduction course to the standard asset pricing theory's aspects of financial economics. The intended audience is first- and second-year PhD students in finance and related fields (e.g., economics, accounting). The book "Asset Pricing (Revised Edition)" by John Cochrane is the basic reference for this course. However, there are several additional textbooks relevant to this class, all of which are optional. Taking lecture notes, reading selected papers, and doing assignments will cover the core materials intended for this class. All papers in the reading sections can be downloaded (free) via the WashU network.