Topics in Asset Pricing
Instructor: Larry Epstein (Boston University)
- April 3, 4 (5-7pm), 24 (9-11am), May 2 (5-7pm), 4 (3-5pm)
These lectures will discuss developments in modeling choice under ambiguity (also known as “Knightian uncertainty”, or “model uncertainty”) and then review how these models have been applied to address issues in portfolio choice and asset pricing.
Syllabus
Instructor: Rajnish Mehra (Arizona State University)
- May 8, 10 (9-11am), 15, 17, 24 (2-4pm)
The equity premium puzzle.
Syllabus