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040181 KU Asset Pricing 2 (MA) (2021S)
Continuous assessment of course work
Labels
REMOTE
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 is open from Th 11.02.2021 09:00 to Mo 22.02.2021 12:00
- Registration is open from Th 25.02.2021 09:00 to Fr 26.02.2021 12:00
- Deregistration possible until We 31.03.2021 23:59
Details
max. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Attending the first meeting is mandatory.
- Wednesday 03.03. 08:00 - 09:30 Digital
- Wednesday 10.03. 08:00 - 09:30 Digital
- Wednesday 17.03. 08:00 - 09:30 Digital
- Wednesday 24.03. 08:00 - 09:30 Digital
- Wednesday 14.04. 08:00 - 09:30 Digital
- Wednesday 21.04. 08:00 - 09:30 Digital
- Wednesday 28.04. 08:00 - 09:30 Digital
- Wednesday 05.05. 08:00 - 09:30 Digital
- Wednesday 12.05. 08:00 - 09:30 Digital
- Wednesday 19.05. 08:00 - 09:30 Digital
- Wednesday 26.05. 08:00 - 09:30 Digital
- Wednesday 02.06. 08:00 - 09:30 Digital
- Wednesday 09.06. 08:00 - 09:30 Digital
- Wednesday 16.06. 08:00 - 09:30 Digital
- Wednesday 23.06. 08:00 - 09:30 Digital
- Wednesday 30.06. 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)the final will carry 50% of the pointshomework will carry 25% of the points provided the results can be presented in a coherent wayactive 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
Will be made available on Moodle.
Association in the course directory
Last modified: Fr 12.05.2023 00:12