Syllabus/achievement requirements

Litteratur:

Refernces marked with K will be for sale at Kopiutsalget, Akademika.

J.-P. Danthine and J.B. Donaldson: Intermediate Financial Theory Prentice-Hall, Upper Saddle River, NJ, 2001, chapters 1–7.

C. v. Ewijk and P.J.G. Tang: How to price the risk of public investment? De Economist 151(3), 2003, 317–328.Downloadable at kluweronline.com

D. Lund: Taxation, uncertainty, and the cost of equity International Tax and Public Finance 9(4), 2002, 483–503, except section 3.(K)

B.G. Malkiel: The efficient market hypothesis and its critics Journal of Economic Perspectives 17(1), 2003, 59–82.(K)

J. Mossin: Equilibrium in a capital asset market Econometrica 34(4), 1966, 768–783.Downloadable at jstor.org

R. Roll: A critique of the asset pricing theory's test — Part 1: On past and potential testability of the theory Journal of Financial Economics 4, 1977, 129–176.(K)

R.J. Shiller: From efficient markets theory to behavioral finance Journal of Economic Perspectives 17(1), 2003, 83–104.(K)

Published May 4, 2004 4:24 PM - Last modified Nov. 19, 2015 10:42 AM