Universität Wien
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040109 KU Asset Pricing 1 (MA) (2022W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
ON-SITE

Summary

1 Schräder , Moodle
2 Schräder , Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
Registration information is available for each group.

Groups

Group 1

max. 50 participants
Language: English
LMS: Moodle

Lecturers

Classes

MO 03.10.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 10.10.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 17.10.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 24.10.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 31.10.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 07.11.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 14.11.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 21.11.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 28.11.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 05.12.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 12.12.2022 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 09.01.2023 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)
MO 16.01.2023 08.00-09.30 Hörsaal 3 Oskar-Morgenstern-Platz 1 (EG)

Final exam (both groups):
MO 23.01.2023 08.00-09.30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock (Bestätigt)

Aims, contents and method of the course

The course Asset Pricing I is the first part of a sequence on asset pricing. Asset Pricing I analyses the determinants of asset prices in a complete market setting under symmetric information. Asset Pricing II extends the analysis to the empirically more relevant incomplete market setting with asymmetric information and liquidity risk.

Accordingly, this course lays the foundations for a deeper understanding of the determinants of asset prices. It discusses the role of cash-flow expectations and various notions of risk on the prices of traded securities.

The role of informational asymmetries on market participation, liquidity and, hence, asset prices will be the topic of the advanced course Asset Prices II.

While the course is mainly theoretical, all its motivation as well as the validation of the theories developed in this course is empirical and data-driven.

Reading list

Available on Moodle.

Group 2

max. 50 participants
Language: English
LMS: Moodle

Lecturers

Classes

MO 03.10.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 10.10.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 17.10.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 24.10.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 31.10.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 07.11.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 14.11.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 21.11.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 28.11.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 05.12.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 12.12.2022 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 09.01.2023 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)
MO 16.01.2023 13.15-14.45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock (Bestätigt)

Final exam (both groups):
MO 23.01.2023 08.00-09.30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock (Bestätigt)

Aims, contents and method of the course

The course Asset Pricing I is the first part of a sequence on asset pricing. Asset Pricing I analyses the determinants of asset prices in a complete market setting under symmetric information. Asset Pricing II extends the analysis to the empirically more relevant incomplete market setting with asymmetric information and liquidity risk. Accordingly, this course lays the foundations for a deeper understanding of the determinants of asset prices. It discusses the role of cash-flow expectations and various notions of risk on the prices of traded securities. The role of informational asymmetries on market participation, liquidity and, hence, asset prices will be the topic of the advanced course Asset Prices II. While the course is mainly theoretical, all its motivation as well as the validation of the theories developed in this course is empirical and data-driven.

Reading list

Available on Moodle

Information

Assessment and permitted materials

Participation is MANDATORY.

Written (final, homework, quizzes) and oral (presentations, active participation)

The final will carry 50% of the points, homework will carry 20% of the points, class participation will carry 5% of the points, quizzes will carry 25% of the points.

Minimum requirements and assessment criteria

In order to pass the course at least 25 points need to be achieved in the final and overall 50% of the total score is required.

Examination topics

Presentations of the lecturer including presentation slides, student presentations, reading list

Association in the course directory

Last modified: Su 02.10.2022 13:07