DRE 7015 Topics in Asset Pricing
DRE 7015 Topics in Asset Pricing
This course comprises of various topics in the area of asset pricing. The course will be taught by various faculty members from BI’s finance department. Each faculty member will teach a topic of their own choosing. This topic will typically, but not necessarily, be related to the faculty member’s own research agenda. The course is intended for students who wish to write their thesis in asset pricing and related topics.
Students should be able to understand and apply insights from the state-of-the-art research in the area of asset pricing.
Students should develop a better understanding of how to come up with research ideas, structure a research question, and write an academic research paper. They should also be better equipped to assess research papers at the forefront of asset pricing research.
The students will gain a detailed understanding of the state-of-the-art research done by finance faculty. They will also benefit from interaction with various faculty members and will find it easier to transition from course work to working on their own research.
The exact topics of the courses vary from year to year depending on which faculty teaches the course.
Each topic may comprise of lectures, reading sessions, and student presentations of research papers. The course culminates in students writing their own summer paper in a topic chosen in collaboration with the faculty teaching the course and the course responsible.
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Enrollment in a PhD programme is a general requirement for participation in PhD courses at BI Norwegian Business School.
External candidates are kindly asked to attach confirmation of enrollment in a PhD programme when signing up for a course. Other candidates may be allowed to sit in on courses by approval of the course leader. Sitting in on a course does not permit registration for the course, handing in exams or gaining credits for the course. Course certificates or confirmation letters will not be issued for sitting in on courses.
Covid-19
Due to the Covid-19 pandemic, there may be deviations in teaching and learning activities as well as exams, compared with what is described in this course description.
DRE 4012 Asset Pricing Theory or similar.
| Assessments |
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Exam category: Activity Form of assessment: Presentation Weight: 50 Grouping: Individual Comment: Both exam components must be passed in order to pass the course. Exam code: DRE 70152 Grading scale: Pass/fail Resit: Examination when next scheduled course |
Exam category: Submission Form of assessment: Written submission Weight: 50 Grouping: Individual Duration: 1 Semester(s) Comment: Both exam components must be passed in order to pass the course. Summer paper Exam code: DRE 70153 Grading scale: Pass/fail Resit: Examination when next scheduled course |
All exams must be passed to get a grade in this course.
| Activity | Duration | Comment |
|---|---|---|
Teaching | 30 Hour(s) | Specified learning activities (including reading). |
Student's own work with learning resources | 100 Hour(s) | Specified learning activities (including reading). |
Group work / Assignments | 50 Hour(s) | Specified learning activities (including reading). |
A course of 1 ECTS credit corresponds to a workload of 26-30 hours. Therefore a course of 6 ECTS credits corresponds to a workload of at least 160 hours.