JEM092 - Asset Pricing

Kredit: 6
Role předmětu: Anglicky
CFS - elective
EEI a HP - povinně volitelný
ET - povinně volitelný
F,FT a B - povinně specializační
Magisterský - vše
MEF - elective
Semestr - letní
Garanti: PhDr. František Čech Ph.D.
Stránky kurzu: JEM092
Literatura: Bodie, Z., Kane, A. and Marcus, A. J. (2017) Investments. 11th ed. McGraw-Hill Education.
Bali, T. G., Engle, R. F. and Murray, S. (2016) Empirical asset pricing: The cross section of stock returns. Wiley-Blackwell.
Hull, J. C. (2015) Risk Management and Financial Institutions. 4th ed. John Wiley & Sons.
Reilly, F., Brown, K. and Leeds, S. J. (2018) Investment Analysis and Portfolio Management. CENGAGE.


Back, K. E., (2017): Asset pricing and portfolio choice theory
Cochrane, J. H. (2005): Asset Pricing
Munk C. (2007): Financial asset pricing theory
Sharpe, W.S. (2008): Investors and Markets Portfolio Choices, Asset Prices, and Investment Advice
Popis: The course provides basic foundations of modern asset pricing theory and aims at students interested in investment decisions, portfolio theory and risk management. Topics covered include portfolio and diversification theory, equilibrium capital markets and its implications, portfolio performance measures, value-at-risk, and credit risk.
VO Laure de Batz

10

Březen

VO Laure de Batz

Březen 2021
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Partneři

Deloitte

Sponzoři

CRIF
McKinsey
Patria Finance