FIN 802

Advanced Investment Theory

Lec 01 selected

Develops investment theory through the financial economics framework of Von-Neumann Morgenstern utility. This allows exploration of risk aversion, stochastic dominance, and portfolio optimization. MPT and CAPM are derived. Arrow-Debreu contingent claims and option pricing theory are addressed. Additional topics include risk-neutral valuation, stochastic discount factors, and the consumption CAPM.

Sections

Lecture

Lec 01

Fri 10:00-12:50

Fri10:00-12:50Edwards School of Business 14282963

Syllabus

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