BPHD 8200 - Financial Economic Theory I
Examines the main themes of financial economics using discrete-time models. Topics include: mean variance analysis, risk management principle, capital asset pricing model (CAPM), linear factor model, the arbitrage pricing theory, market completes, consumption-based CAPM, multi-period consumption and portfolio choice, market equilibrium, and contingent claim pricing.
Credit Hours: (3)
Restriction(s): Admission to Ph.D. in Business Administration program or permission of instructor.
Most Recently Offered (Day): Fall 2020, Fall 2019, Fall 2018
Most Recently Offered (Evening): Course has not been offered at this time in the past 3 years
Click here for the Spring 2022 Schedule of Classes
Click here for the Summer 2022 Schedule of Classes
Click here for the Fall 2022 Schedule of Classes
Add to Catalog Bookmarks (opens a new window)
|
