Course Detail (Course Description By Faculty)

Asset Pricing II (34902)

Koijen, Ralph>>
Nagel, Stefan>>

This course builds on Asset Pricing I. We study areas of recent research interest in asset pricing, with a focus on empirical applications. Topics include asset pricing with subjective beliefs and parameter uncertainty, machine learning applications in asset pricing, money and liquidity, asset demand systems, credit markets and the real economy, and international finance.

Business 34901 (or 35904): strict. Recommended, but not required: Econ 31000, 31100, 31200 or equivalent, and Econ 33000, 33100, 33200 or equivalent. BUSN 34902=ECON 35060
  • Strict Prerequisite
  • No pass/fail grades
  • No auditors
Description and/or course criteria last updated: November 04 2024
SCHEDULE
  • Winter 2025
    Section: 34902-50
    WF 8:30 AM-9:50 AM
    Harper Center
    3A - Seminar Room
    In-Person Only

Asset Pricing II (34902) - Koijen, Ralph>> ; Nagel, Stefan>>

This course builds on Asset Pricing I. We study areas of recent research interest in asset pricing, with a focus on empirical applications. Topics include asset pricing with subjective beliefs and parameter uncertainty, machine learning applications in asset pricing, money and liquidity, asset demand systems, credit markets and the real economy, and international finance.

Business 34901 (or 35904): strict. Recommended, but not required: Econ 31000, 31100, 31200 or equivalent, and Econ 33000, 33100, 33200 or equivalent. BUSN 34902=ECON 35060
  • Strict Prerequisite
  • No pass/fail grades
  • No auditors
Description and/or course criteria last updated: November 04 2024
SCHEDULE
  • Winter 2025
    Section: 34902-50
    WF 8:30 AM-9:50 AM
    Harper Center
    3A - Seminar Room
    In-Person Only