JEM092 - Asset Pricing

Kredit: 6
Role předmětu: Anglicky
CFS - elective
EEI a HP - povinně volitelný
ET - povinně volitelný
F,FT a B - povinně specializační
Magisterský - vše
MEF - elective
Semestr - letní
Garanti: PhDr. František Čech Ph.D.
Stránky kurzu: JEM092
Literatura: Back, K. E., (2017): Asset pricing and portfolio choice theory
Hull, J.C. (2015): Risk Management and Financial Institutions

Cochrane, J. H. (2005): Asset Pricing
Munk C. (2007): Financial asset pricing theory
Sharpe, W.S. (2008): Investors and Markets Portfolio Choices, Asset Prices, and Investment Advice
Popis: The course provides basic foundations of modern asset pricing theory and aims at students interested in investment decisions, portfolio theory and risk management. Topics covered include portfolio and diversification theory, equilibrium capital markets and its implications, portfolio performance measures, value-at-risk, and credit risk.

Partneři

Deloitte

Sponzoři

CRIF
McKinsey
Patria Finance