FI 9200 - Seminar in the Theory of Investments

3 Credit Hours
Prerequisites: Prerequisites: Consent of instructor.
Description
This seminar exposes the student to the basic theoretical paradigms of contemporary investments research. Topics which may be covered include portfolio theory, two-fund separation, mean-variance analysis, contingent-claim pricing, consumption-based asset pricing theory, asset pricing in a rational expectations setting, and the microstructure of securities markets. The specific topics covered depend the instructor and the needs of the students. L