BUS604 Ph D Seminar I: Financial Theories

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Lecture Notes


Lecture Notes Date 

Capital markets, consumption, and investment

Week of January 23, 2009
Market Efficiency Week of January 26, 2009
Risk and Risk Measures Week of February 1, 2009
Static Portfolio Choices Week of February 8, 2009
Arrow-Debreu Securities Week of February 23, 2009
CAPM & APT Week of March 10,2009
Stochastic Process Week of March 22, 2009
Consumption Based Model Overview Week of April 6, 2009
Consumption, Saving and Investments Week of April 13, 2009
Discount Factor, Beta, and M-V Frontier Week of April 20, 2009
Risk Sharing and Asset Pricing Week of May 4, 2009
Pricing Fixed Income Securities Week of May 11, 2009
Conditional Information Week of May 13, 2009

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 Assignments and Announcements


Assignment Date 
Homework 1 3/10/2009
Homework 2 4/1/2009
Review Sheet 1

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