Asset Pricing WS 2024

General Remarks

The course will be offered in the classroom. Further information and downloads will be made available on Moodle.

Course Outline

Introduction: finance basics

The stochastic discount factor

Factor pricing models

Aggregate stock price behavior

Rationality and behavioral financentroduction: finance basics

Literature

  • John Cochrane: Asset Pricing, 2005, revised edition. The relevant chapters will be stated in the course material.
  • Papers from the reading list, which will be provided in the course material.

News

Instructors

Prof. Dr.  Gunter Löffler

tba

 

Dates and Room

Module description

This lecture is open for

  • Finance (MSc)
  • Wiwi (MSc)
  • WiMa (MSc)
  • WiPhy (MSc)

and others according to study plan.