This course covers topics in dynamic asset pricing, portfolio choice and general equilibrium theory in a continuous time setting. The articles covered include some of the classic papers in the ¯eld as well as some recent research. Obviously, it is impossible to cover exhaustively all the developments in dynamic asset pricing. Listed below is a tentative list of the topics and papers that we may cover. It is subject to changes (so you may lobby for what interests you most!).
Pierre Collin-Dufresne was a Columbia Business School faculty member from 2008 to 2013.