15.472 Advanced Asset Pricing


Class Info

Focuses on solution, evaluation, and estimation of theories of asset prices and financial markets and their macro- and micro-economic foundations. Discusses theory and econometric methods, the state of the literature, and recent developments. Covers topics such as cross-sectional and time-series models, consumption-based models, financial institutions, household finance, housing, behavioral finance, and financial crises. Students complete a term paper and presentation. Primarily for doctoral students in finance, economics, and accounting.

This class has no prerequisites.

15.472 will not be offered this semester. It will be available in the Fall semester, and will be instructed by H. Chen, J. Parker and D. Greenwald.

Lecture occurs 2:30 PM to 4:00 PM on Tuesdays and Thursdays in E62-687.

This class counts for a total of 12 credits.

You can find more information at the MIT + 15.472 - Google Search site or on the 15.472 Stellar site.

Required Textbooks
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