Asset Pricing & Risk Management

ECON 572

Integrates micro and macro economics with topics in finance. Utility maximization within mean variance framework for portfolio analysis and capital asset pricing model. Corporate valuation and discounted cash flow analysis. Capital structure and principal-agent problem will lead into a discussion of the Efficient Markets Hypothesis and underlying assumptions. Market pricing, forecasting, and financial crises. Graduate pairing for Economics 372; graduate students will receive additional writing assignments. Prerequisite: Economics 101 (or Economics 21 and Economics 22); Statistical Science 111, 130, 230, 210, or 250, or BME 244L; and Economics 205D or Mathematics 212. Instructor: Staff

Prerequisites

Prerequisite: ECON 101 (or 21 and 22); 1 from STA 111, 130, 210, 230, 250; BME 244L; 1 from ECON 205D, MATH 212

Typically Offered
Occasionally