Photo of Jessica Wachter

Jessica Wachter

Richard B. Worley Professor of Financial Management, Professor of Finance

Research Interests: asset pricing, financial econometrics, portfolio choice

Links: CV, Personal Website


  • FNCE911 - Financial Economics

    The objective of this course is to undertake a rigorous study of the theoretical foundations of modern financial economics. The course will cover the central themes of modern finance including individual investment decisions under uncertainty, stochastic dominance, mean variance theory, capital market equilibrium and asset valuation, arbitrage pricing theory, option pricing, and incomplete markets, and the potential application of these themes. Upon completion of this course, students should acquire a clear understanding of the major theoretical results concerning individuals' consumption and portfolio decisions under uncertainty and their implications for the valuation of securities.

    FNCE911001