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Searched for: "14.416" Subjects offered any term 1 subject found.
14.416[J] Introduction to Financial Economics
(
)
(Same subject as 15.470[J])
Prereq: None
Units: 4-0-8
Lecture: MW10-11.30 (E51-085) Recitation: F11 (E62-221) +final
Foundations of modern financial economics; individuals' consumption and portfolio decisions under uncertainty; valuation of financial securities. Topics include expected utility theory; stochastic dominance; mutual fund separation; portfolio frontiers; capital asset pricing model; arbitrage pricing theory; Arrow-Debreu economies; consumption and portfolio decisions; consumption beta models; spanning; options; market imperfections; no-trade theorems; rational expectations; financial signaling. Primarily for doctoral students in accounting, economics, and finance.
L. Kogan, J. Wang
No required or recommended textbooks
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