Description
Instructor(s)/Supervisor(s)/Coordinator(s): Jialin YUThis course provides an introduction to modern asset pricing theory. We begin by briefly reviewing portfolio theory. We then move on to discussing current determinants of asset prices such as cash risk and liquidity. One of the course's goals is to apply asset pricing theories to investment decision-making. A second goal is to prepare students for upcoming courses. A third goal is to build a fundamental knowledge of fixed income and derivatives products.