Objective:
1. To provide students with an understanding of the central theories and techniques of modern asset pricing.
2. To analyze what the up-to-date research suggests about the validity and accuracy of these theories and techniques.
The recommended text book for the course:
George Pennacchi, 2007 Theory of Asset Pricing, Princeton University Press, Pearson.
Required Text: G. Pennacchi (2008), Theory of Asset Pricing, Pearson Education Publishers
Professor George Pennacchi, lecture notes and ebook
Campell, John Y., 2018. Financial decisions and markets, Princeton University Press.