Theoretical Asset Pricing
Instructor: Nicola Borri (LUISS Guido Carli)
- Nov. 28 (2-5pm), 29 (9am-12pm), Dec. 2 (2-5pm), 6 (3-6pm), 13 (9am-12pm), 14 (3-6pm), 15 (9-11am)
Consumption-based asset pricing. Contingent claims, discount factors and mean-variance frontiers. Factor pricing models, models with habit formation, models with long-run risk. Topics in empirical asset pricing. Portfolio theory.
Syllabus