Fundamentals of Investment Decisions with Symmetric Information

Course Code
FIN 855
Hours
3 hours
Type
Elective
Offered
  • Fall 21
  • Fall 22

Fundamentals of Investment Decisions with Symmetric Information --- This course will make students familiar with the basic techniques for making investment decisions and valuing securities when all economic agents have essentially the same information. The course will develop the basic concepts of asset pricing such as valuation by arbitrage, arbitrage pricing theory, portfolio selection, means variance analysis, the Capital Asset Pricing Model, and inter-temporal capital asset pricing.

Taught By
Shane Miller
  • Assistant Professor of Finance
I study empirical asset pricing, macro-finance, econometrics, and delegated asset management. My research focuses on the term structure of equity...
Uday Rajan
  • David B. Hermelin Professor of Business Administration
  • Professor of Finance
Uday Rajan's research focuses on informational frictions such as adverse selection and moral hazard and their effect on market transactions, with...