15.472 Advanced Asset Pricing
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.
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.
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