JEM092 - Asset Pricing

Credit: 6
Status: CFS - elective
EEI and EP - elective
English
ET - elective
F,FM and B - mandatory
Masters - all
MEF - elective
Semester - summer
Course supervisors: PhDr. František Čech Ph.D.
Course homepage: JEM092
Literature: Back, K. E., (2017): Asset pricing and portfolio choice theory
Hull, J.C. (2015): Risk Management and Financial Institutions

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
Description: 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.
July 2020
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Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance