Spring 2013 PHD Course

B9311-008: (PhD) Models & Methods of Continuous Time Finance

R - Full Term, 09:00AM to 12:00PM

Location: URI 327

Instructor: Neng Wang

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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!).


Neng Wang

Chong Khoon Lin Professor of Real Estate

Neng Wang is Chong Khoon Lin Professor of Real Estate and Finance at Columbia Business School. He is also the Honorary Dean and Academic Director of the School of Finance, Shanghai University of Finance and Economics (SUFE), and a Research Associate at the National Bureau of Economic Research (NBER).

His research interests include private equity, hedge funds, asset allocation, corporate finance, risk...

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