This course will first cover the foundations of asset pricing models. Second, insights from asset pricing models will be used to learn how to build an investment portfolio and understand the trade-off between risk and returns on financial markets.

The main reference textbook for this class are Cochrane, Asset Pricing, Second Edition and Bodie, Kane and Marcus "Investments", Tenth Edition. Additional references and class material will be available on this page.

Office hours: Minday 4:30PM-5:30PM (room 530)
TA: Alberto Cagnazzo (acagnazzo at luiss dot it)

Syllabus (updated throughout the course with detailed reference to class material and required readings.