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Financial Economics

Опубликовано на портале: 29-01-2003
Факультет: Department of Economics
Год: Fall 2001
Язык: Английский
Тематические разделы: Экономика, Финансовая экономика

Aннотация:
This course examines how individuals alocate their wealth across different assets to balance risk and return. We then consider the implications for market equilibrium in the capital asset pricing model, and the implications for the financial decisions taken by firms. Finaly, we consider how arbitrage can determine the pricing of derivative assets such as options.



Required Texts: Bodie, Zvi, Alex Kane, and Alan J. Marcus , Investments, Fifth ed., 2002, McGraw-Hill
Recommended: Graham, Benjamin, Inteligent Investor, Fourth rev. ed., 1985, HarperColins
Malkiel, Burton G., A Random Walk Down Wal Street, 1999, W.W. Norton
Shiler, Robert J., Irrational Exuberance, 2000, Princeton University Press

Introduction and the Role of Capital Markets
How Individuals View Risk the Use of Mean-Variance Analysis
The Principle of Diversification Combining Assets of the Same Risk-Return
The Principle of Diversification Combining Multiple Risky Assets with Diferent
Introducing the Risk-Free Asset
The Capital Asset Pricing Model
APT and Market Efficiency Tests
Implications for Corporate Finance I the Modigliani-Miler theorem
Implications for Corporate Finance I asymmetric information and executive remuneration
Options Pricing

http://elsa.berkeley.edu/users/visfac/e1...

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См. также:
Fisher Black
Journal of Financial Economics. 1974.  Vol. 4. No. 1. P. 337-52 . 
[Статья]
Nai-Fu Chen
Journal of Finance. 1983.  Vol. 38. No. 5. P. 1393-1414. 
[Статья]
Merton H. Miller, Franco Modigliani
Journal of Business. 1961.  Vol. 34. No. 4. P. 411-433. 
[Статья]
Gordon Pye
Journal of Business. 1966.  Vol. 39. No. 1. P. 45-51. 
[Статья]
Николай Иосифович Берзон, С Н Володин
Экономический журнал ВШЭ. 2009.  Т. 13. № 3. С. 311-325. 
[Статья]
Catherine Bonser-Neal, Greggory Brauer, Robert Neal, Simon Wheatley
Journal of Finance. 1990.  Vol. 45. No. 2. P. 523-547. 
[Статья]