DRE 4031 Advanced Topics in Asset Pricing
DRE 4031 Advanced Topics in Asset Pricing
This course exposes students to recent developments in the asset pricing literature. The starting point for the course is the standard neo-classical rational expectations framework. We will then critically investigate where this framework has succeeded and where it has not. Recently documented deviations from the framework in the literature are discussed and placed in context. The course will also focus on hypothesis development, recent research methods, and research writing. The ultimate objective is for students to develop their own hypotheses and research ideas..
Students will become familiar with various topics, methods, and data usage in asset pricing. Emphasis will be on exposing students to the research frontier.
Student should be able to identify and formulate good research questions within the field of asset pricing.
The students will become familiar with the field of asset pricing, with emphasis on recent developments within the field.
The course will cover a selection of recent papers, intended to train students to be able to formulate and execute own research within the field.
Teaching will include lectures and class discussions of recent papers within the field of asset pricing. Students might be required to present and give feedback to other students in class.
Jules H. van Binsbergen (Wharton) is external course responsible.
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.
Admission to a PhD Programme is a general requirement for participation in PhD courses at BI Norwegian Business School.
This course is not for first year students. External candidates are kindly asked to attach confirmation of admission to a PhD programme when signing up for a course with the doctoral administration.
| Assessments |
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Exam category: Submission Form of assessment: Submission PDF Exam/hand-in semester: First Semester Weight: 100 Duration: 5 Day(s) Exam code: DRE 40311 Grading scale: ECTS Resit: Examination when next scheduled course |
| Activity | Duration | Comment |
|---|---|---|
Teaching | 30 Hour(s) | |
Student's own work with learning resources | 30 Hour(s) | |
Prepare for teaching | 50 Hour(s) | |
Submission(s) | 25 Hour(s) |
A course of 1 ECTS credit corresponds to a workload of 26-30 hours. Therefore a course of 4 ECTS credit corresponds to a workload of at least 110 hours.