MAN 525 Financial Economics
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This course covers the theoretical foundations of modern financial economics. The focus is on financial markets and the valuation of financial claims traded in those markets, under discrete time models. Topics analyzed include models of consumption and investment decisions under uncertainty; risk aversion; stochastic dominance; mean variance theory; equilibrium models of asset pricing (CAPM, ICAPM, APT); linear multifactor models; and incomplete markets.
Credit units: 3 ECTS Credit units: 5.
Autumn Semester (Altan Pazarbaşı)
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