Asset Pricing & Risk Management

Description from DukeHub

Integrates micro and macro economics with topics in finance. Utility maximization within mean variance framework for portfolio analysis and capital asset pricing model. Corporate valuation and discounted cash flow analysis. Capital structure and principal-agent problem will lead into a discussion of the Efficient Markets Hypothesis and underlying assumptions. Market pricing, forecasting, and financial crises. Graduate pairing for Economics 372; graduate students will receive additional writing assignments. Prerequisite: Economics 101 (or Economics 21 and Economics 22); Statistical Science 111, 130, 230, 210, or 250, or BME 244L; and Economics 205D or Mathematics 212.

Skills

• data and statisticsdescription: "forecasting" and 1 more
• financedescription: "finance" and 5 more

AI-resilient: 1 of 5 1/5

• No: Physical, lab or field work
• No: Live work with people
• ✓Yes: Judgment someone is accountable for · "risk"
• No: A craft you practice with your hands or body
• No: Small, in-person format

The checks lean on Microsoft Research, Working with AI (2025), which found generative AI applies least to physical work and hands-on work with people. A signal, not a promise. How the score works

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