Economics, Asset Pricing and Management, Second Cycle, 7,5 Credits

The course covers financial markets and statistics, risk preferences and capital allocation, optimal asset portfolios, equilibrium asset pricing models, extensions as intertemporal consumption, human capital and liquidity, arbitrage-free asset pricing and multifactor models, empirical estimation and tests, valuation of stocks and bonds, efficient markets, behavioral bias and portfolio risk management.


Assessments: The course can be assessed through written examination, take-home examination, compulsory course components, paper, essay and/or oral examination.

ECTS Credits

7,5 Credits

Level of education

Second cycle, has second-cycle course/s as entry requirements (A1F)

School

Örebro University School of Business

When is the course offered?

Prerequisites: A total of 9 credits from Economics, Corporate Finance, Second cycle, 7.5 credits and Economics, Financial Economics and Ethics, Second Level, 7.5 credits. In addition, basic statistics, 15 credits and 7.5 credits in regression analysis / econometrics / scientific method in economics or statistics are required. As well as English 6/English B.

Selection: Guaranteed place

Course syllabus

Application code: V2076