Brief Course Description
1. Course Title:
Asset Pricing
2. Language of Instruction:
Tiếng Việt
3. Course Code:
FIN705004
4. Credits:
2
5. Course Objectives:
6. Brief Description of Course Content:
This course is the research level course in asset pricing. The course begins with a review of asset pricing theory. The subject continues with a focus on recent advances in the area. The topics covered in this course include the consumption-based model, the discount factor, the mean-variance theory, factor models, and cross-sectional return.