DAPT
Most of these slides are based on lecture notes by Peter Ireland.
Math preliminaries and general equilibrium
Measures of risk aversion and their interpretation (up to page 66, stochastic dominance has not been covered)
Risk Aversion and Investment Choices
APT and Multifactor Models, Fama-French three factors
Arrow-Debreu Equilibrium and the CAPM
Arrow-Debreau Pricing: Arbitrage
Term Structure of Interest Rates
Exams
The exam will be composed by one numerical exercise and by one question. You can reply in Italian. If you want to use english, then your written english must be good. If i do not understand what you write, I will consider it as wrong.
To register your result you need to pass also the other part of the course of Financial Economics, taught by Piergiovanna Natale. When you register for the part taught by Prof. Natale, also sign up to register Financial Economics. Once you have done that, and passed all the parts, your result will be registered.
Results 4/4/2024
Results 5/2/2024
Results 15/1/24
Results 01/09/23: Damian Edoardo 23/30
Results 20/7/23
Results 30/6/23
Results 14/4/23
Results 27/2/23, Solution to exercise
Results 27/1/2023
Results 5/9/22,
Results 25/1/2022
Result 22/1/21
Results up to 24/2/2022
Results 22/4/2020, mail by May 12 at 12 am if you do not want your result to be registered
Results 23/6/22, mail by july 1 at 12 am if you do not want your result to be registered
Results 19/7/22, mail by july 27 at 12 am if you do not want your result to be registered