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Excerpt from course description

Advanced Topics in Asset Pricing

Introduction

This course exposes students to recent developments in the asset pricing literature. The starting point for the course is the standard neo-classical rational expectations framework. We will then critically investigate where this framework has succeeded and where it has not. Recently documented deviations from the framework in the literature are discussed and placed in context. The course will also focus on hypothesis development, recent research methods, and research writing. The ultimate objective is for students to develop their own hypotheses and research ideas..

Course content

The course will cover a selection of recent papers, intended to train students to be able to formulate and execute own research within the field.

Disclaimer

This is an excerpt from the complete course description for the course. If you are an active student at BI, you can find the complete course descriptions with information on eg. learning goals, learning process, curriculum and exam at portal.bi.no. We reserve the right to make changes to this description.