F770 - Financial Economics and Quantitative Methods
This course explores the theoretical and conceptual foundations of finance. Among the theories, upon which modern finance is built are utilitytheory, stochastic dominance, statepreference theory, mean-variance portfolio theory, the capital asset pricing model, the arbitrage pricing theory, Modigliani-Miller and information theories of capital structure, risk sharing theories, and principal-agent theories. The course also includes quantitative methods for testing some basic propositions in finance.
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