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

Christof Ganzhorn

 

Dates and Room

Module description

This lecture is open for

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

and others according to study plan.