Advanced Topics in Finance

Objectives

To provide the students with the foundations of asset pricing theory and a broad knowledge of several areas of research in the field.

The object of this course is to introduce students to recent development which have occurred at the intersection of asset pricing and macroeconomics and to familiarize the students with the tools used in empirical asset pricing.

The class will centre on readings and discussion of articles. However, only a few references listed under a topic will be covered. The other papers are additional references for those who wish to study specific topics in greater detail.