Oct 11, 2024  
Graduate Catalog | 2023-2024 
    
Graduate Catalog | 2023-2024 Previous Edition

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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.


Schedule of Classes




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