Course Description
The focus of this course is on financial theory and empirical evidence for making investment decisions. Topics include: portfolio theory; equilibrium models of security prices (including the capital asset pricing model and the arbitrage pricing theory); the empirical behavior of security prices; market efficiency; …
The focus of this course is on financial theory and empirical evidence for making investment decisions. Topics include: portfolio theory; equilibrium models of security prices (including the capital asset pricing model and the arbitrage pricing theory); the empirical behavior of security prices; market efficiency; performance evaluation; and behavioral finance.
Course Info
Instructor
Departments
Learning Resource Types
grading
Exams with Solutions
notes
Lecture Notes
assignment
Problem Sets
Problem Set Solutions
Graph of utility function. (Graph by Prof. Reto Gallati.)
