Asset Pricing (2019-2020)

2019-2020
Lecturer(s): 
Prof. Alvaro Cartea
Dr Daniel Jones
Course Term: 
Hilary
Course Overview: 

Consumption-based asset pricing. Stochastic discount factors. Capital Asset Pricing Model (CAPM). Arbitrage pricing theory (APT). Forecasting return and risk. Practical portfolio optimisation: costs and constraints, Robust techniques for estimation and portfolio management.