Asset Pricing Foundations

Catalog description

This course is designed to teach PhD students theoretical, empirical asset models and foundations necessary for asset pricing research. Prereq: Permission of instructor. 8230 Seminar: Corporate Finance Theory G 1½ Covers seminal theories of corporate finance such as those related to capital structures, contracting, and security design. Prereq: Permission of instructor. Not open to students with credit for 922. 8240 Seminar: Empirical Corporate Finance G 1½ Covers empirical research and mythologies in areas related to capital structure, investment, financial distress and governance. Prereq: Permission of instructor. Not open to students with credit for 922. 8250 Seminar: Advanced Asset Pricing G 1½ Covers advanced topics in empirical and theoretical asset pricing. Prereq: Permission of instructor. Not open to students with credit for 922. 8255 Advanced Asset Pricing 2 G 1½ The course will present a detailed look at the state of the anomaly and factor pricing literature as it stands today. The goal is to acquaint you with the major themes and important questions that are the subjects of on-going investigations, and to equip you with a solid understanding of the primary quantitative tools to enable you to participate in and to contribute to these investigations. Prereq: Permission of instructor. 8260 Seminar: Advanced Corporate Finance G 1½ Covers advanced topics in empirical and theoretical corporate finance. Prereq: Permission of instructor. Not open to students with credit…