Rutgers University 3 credits 839
This is a quantitatively oriented financial economics course for the master of quantitative finance (M.Q.F.) students. The course covers the basic concepts and analytical techniques of modern portfolio theory and asset pricing. Topics include Fisher separation, risk analysis using expected utility theory, mean-variance analysis, capital asset pricing model, arbitrage pricing theory, state preference theory, consumption-based asset pricing, market efficiency, and empirical tests of asset pricing models. Spring semester only.
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