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040176 KU Asset Pricing 1 (MA) (2021S)

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

Summary

1 Gehrig , 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 (iCal) - next class is marked with N

Monday 01.03. 08:00 - 09:30 Digital
Monday 08.03. 08:00 - 09:30 Digital
Monday 15.03. 08:00 - 09:30 Digital
Monday 22.03. 08:00 - 09:30 Digital
Monday 12.04. 08:00 - 09:30 Digital
Monday 19.04. 08:00 - 09:30 Digital
Monday 26.04. 08:00 - 09:30 Digital
Monday 03.05. 08:00 - 09:30 Digital
Monday 10.05. 08:00 - 09:30 Digital
Monday 17.05. 08:00 - 09:30 Digital
Monday 31.05. 08:00 - 09:30 Digital
Monday 07.06. 08:00 - 09:30 Digital
Monday 14.06. 08:00 - 09:30 Digital
Monday 21.06. 08:00 - 09:30 Digital
Monday 28.06. 08:00 - 09:30 Digital

Group 2

max. 50 participants
Language: English
LMS: Moodle

Lecturers

Classes (iCal) - next class is marked with N

The course starts digitally on Thursday, 4 March, 3.00 - 4.30 pm.

Thursday 04.03. 15:00 - 16:30 Digital
Thursday 11.03. 15:00 - 16:30 Digital
Thursday 18.03. 15:00 - 16:30 Digital
Thursday 25.03. 15:00 - 16:30 Digital
Thursday 15.04. 15:00 - 16:30 Digital
Thursday 22.04. 15:00 - 16:30 Digital
Thursday 29.04. 15:00 - 16:30 Digital
Thursday 06.05. 15:00 - 16:30 Digital
Thursday 20.05. 15:00 - 16:30 Digital
Thursday 27.05. 15:00 - 16:30 Digital
Wednesday 02.06. 15:00 - 16:30 Digital
Thursday 10.06. 15:00 - 16:30 Digital
Thursday 17.06. 15:00 - 16:30 Digital
Thursday 24.06. 15:00 - 16:30 Digital
Monday 28.06. 08:00 - 09:30 Digital

Information

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.

Assessment and permitted materials

Written (final, homework, quizzes) and oral (presentations, active participation). Participation can only be assessed, when the camera is activated on Zoom.

the final will carry 50% of the points

homework will carry 25% of the points provided the results can be presented in a coherent way

active participation will carry another 25%

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

Reading list


Association in the course directory

Last modified: Mo 03.05.2021 11:07