Chair of Macroeconomics

Dynamics of Financial Markets

LecturerProf. Dr. Jan Wenzelburger
TermSummer
DatesMonday, 8:15am - 9:45am
Wednesday, 8:15am - 9:45am
Room42-321
LanguageEnglish
OLATCourse
KISLecture

Contents

  • Mean-variance portfolio analysis
  • Dynamic models with heterogeneous beliefs
  • Evolution of prices, portfolios and market shares
  • Endogeneous option prices
  • Multiperiod Planning Horizons