Courses

Please check with the BSE Handbook which mandatory courses you have to choose in your PhD track. Not all courses listed here can be approved as Core Courses for all BSE PhD tracks.

Instructor:
Description:

The lecture deals with the statistical properties of financial market data and econometric methods that can be used to analyze these data. We will study procedures to test for the efficient market hypothesis and become familiar with methods to model the mean and the volatility of financial data series. Besides the application of nonparametric and classical test procedures, the focus will be on time series methods and models. In particular, ARMA and GARCH models will be covered.

Credits:
9.00
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Instructor:
Description:

The course focuses on theoretical concepts, which are fundamental for corporate finance. Topics include: moral hazard, adverse selection, signaling, incomplete contracts and control rights, coordination failure – all with applications to theory of the firm, organizational design, and financial structure.

Literature:
Bolton and Dewatripont. Contract Theory. MIT Press, 2005,
Tirole. Theory of Corporate Finance. Princeton University Press, 2006,
and selected articles.

Credits:
6.00
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Instructor:
Description:

This course is based on academic articles and covers major theories and empirical studies in corporate finance, including financing & investment decisions, risk management, behavioral theories, capital structure, corporate governance and the market for corporate control. In addition, we will examine the impact of financial market regulations on corporate decisions.

Credits:
6.00
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Description:

Introduction to asset pricing at an advanced level. Topics include: decision-theoretic foundations of asset pricing, consumption-based asset pricing, the fundamental theorem of finance, bounds on the pricing kernel, implications for return predicability, factor models, factor representation of pricing kernels, static and dynamic models of asset pricing under asymmetric information, capital constraints and limits of arbitrage.

Credits:
6.00
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