Isenberg School of Management 892A - S-Seminar in Asset Pricing

In this course we'll see models of asset prices that try to explain observed features of asset prices using macroeconomic quantities. The goal is to discuss plausible microfounded models whose asset pricing predictions match empirical facts. We will go through the details of the models, trying to understand why they were constructed the way they are, and also work on linking models and data. We'll also discuss recent advances in asset pricing and their implications for future research.

Open to Doctoral students only.