25836 Financial Decision Making Under Uncertainty

Faculty of Business: Finance and Economics
Credit points: 6 cp

Subject level: Postgraduate

Result Type: Grade and marks

Requisite(s): 25832 Financial Markets Instruments AND 25834 Portfolio Analysis AND 35364 Statistics for Quantitative Finance
These requisites may not apply to students in certain courses.
There are also course requisites for this subject. See access conditions.

Handbook description

This subject introduces utility theory, arbitrage principles, portfolio formation and efficient markets at an advanced level. Areas such as the development of mean-variance analysis, the capital asset pricing model and arbitrage pricing theory in single-period equilibrium models and multi-period portfolio analysis in discrete time and in continuous time are examined.