Courses for Exchange Students (ECTS) 2018/2019
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Economics, Asset Pricing and Management, Second Cycle |
| Spring week 14 (2019) - 18 (2019) | Appl.code: 21130 |
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Full-time, daytime class |
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ECTS credits: 7.5 |
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Level of education: Second Cycle (master level) |
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Level: A1F |
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Prerequisites: Corporate Finance, 7,5 credits, second cycle, and Financial Economics and Ethics, 7,5 credits, second cycle, as well as Statistics, Basic Course, 15 credits and 7,5 credits in regression analysis/econometrics/scientific method within economic or statistics. Economics, Basic Course, 30 credits and Business Administration, 30 credits, Basic Course. The applicant must also have qualifications corresponding to the course "English 6" or "English B" from the Swedish Upper Secondary School. |
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Content: The course covers financial markets and statistics, risk preferences and capital allocation, optimal asset portfolios, equilibrium asset pricing models, extensions as intertemporal consumption, human capital and liquidity, arbitrage-free asset pricing and multifactor models, empirical estimation and tests, valuation of stocks and bonds, efficient markets, behavioral bias and portfolio risk management.
Assessments: The course can be assessed through written examination, take-home examination, compulsory course components, paper, essay and/or oral examination. |
| Teaching Methods: Teaching is done in the form of lectures and exercises. |
| Course Coordinator: Niclas Krüger |
| Course Syllabus: Spring 2019 |
| School: Örebro University School of Business |