Asset Pricing WS 2025
General Remarks
The course will be offered in the classroom. Further information and downloads will be made available on Moodle.
Course Outline
Introduction: finance basics
The stochastic discount factor
Factor pricing models
Aggregate stock price behavior
Rationality and behavioral finance
Literature
- John Cochrane: Asset Pricing, 2005, revised edition. The relevant chapters will be stated in the course material.
- Papers from the reading list, which will be provided in the course material.
News
Dates and Room
Module description
This lecture is open for
- Finance (MSc)
- Wiwi (MSc)
- WiMa (MSc)
- WiPhy (MSc)
and others according to study plan.