15.472 Advanced Topics in Financial Economics I


Class Info

Focuses on evaluation and estimation of theories of asset prices and financial markets and their macro- and micro-economic foundations. Discusses theory and econometric methods, and provides a critical review of empirical studies. Broadly covers cross-sectional and time-series models in asset pricing, consumption-based models, household finance, housing, and banking, while emphasizing empirical methodology. Students complete term paper and presentation. Primarily for doctoral students in finance, economics, and accounting.

This class has no prerequisites.

15.472 will be offered this semester (Fall 2017). It is instructed by D. Greenwald, J. Parker and A. Verdelhan.

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 Finance PhD Program site or on the 15.472 Stellar site.

Required Textbooks
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MIT 15.472 Advanced Topics in Financial Economics I Related Textbooks
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