Courses & Seminars

In addition to individual requirements from the areas of study, known as major field requirements, all Ph.D. students are required to take 13 quarter courses from outside the major field of study.
School Year
Summer Fall Winter Spring
YEAR June - August September - December January - March April - June
1st
Theory of the firm and consumer
-
Probability and statistics for econometrics
-
Accounting workshop
-
Mathematical methods
Basic concepts of noncooperative game theory
-
Theory and application of regression analysis
-
Accounting seminar

Game Theory with Asymmetric Information and Applications

-

Time series econometrics

-

Accounting seminar
-
Pronunciation for International Teaching Assistants
2nd
Dissertation Research and Writing
-
Research Assistant Opportunities

Accounting workshop

-

PhD-level electives

Accounting seminar

-

Accounting workshop

-

PhD-level electives

Accounting seminar

-

Accounting workshop

-

PhD-level electives

3rd
Dissertation Research and Writing
-
Research Assistant Opportunities
Accounting workshop Accounting workshop Accounting workshop
4th
Dissertation Research and Writing
-
Research Assistant Opportunities
Accounting workshop Accounting workshop Accounting workshop

1st YEAR

Fall

September – December
 

Theory of the firm and consumer
-
Probability and statistics for econometrics
-
Accounting workshop
-
Mathematical methods

Winter

January – March
 

Basic concepts of noncooperative game theory
-
Theory and application of regression analysis
-
Accounting seminar

Spring

April – June
 

Game Theory with Asymmetric Information and Applications

-

Time series econometrics

-

Accounting seminar
-
Pronunciation for International Teaching Assistants

2nd YEAR

Summer

June – August
 

Dissertation Research and Writing
-
Research Assistant Opportunities

Fall

September – December
 

Accounting workshop

-

PhD-level electives

Winter

January – March
 

Accounting seminar

-

Accounting workshop

-

PhD-level electives

Spring

April – June
 

Accounting seminar

-

Accounting workshop

-

PhD-level electives

3rd YEAR

Summer

June – August
 

Dissertation Research and Writing
-
Research Assistant Opportunities

Fall

September – December
 

Electives

Winter

January – March
 

Electives

Spring

April – June
 

Electives

4th YEAR

Summer

June – August
 

Dissertation Research and Writing
-
Research Assistant Opportunities

Fall

September – December
 

Electives

Winter

January – March
 

Electives

Spring

April – June
 

Electives

Required Courses

 

Elective Courses

 

Introduction to Financial Economics

MGMT PHD 237

Provides foundational material for analytical studies of financial markets. Emphasis is on continuous time mathematics as applied to pricing of financial assets

Close

Macroeconomics and Finance

MGMT PHD 238

Requisites: courses 230, 239A. Foundations of theory of firm capitalization and investment decisions, with special attention to questions of exchange and allocative efficiency.

Close

Empirical Asset Pricing

MGMT PHD 239

Focus on measuring and understanding risk premiums in financial markets. Study of evidence pertaining to pricing kernel and applied theoretical developments that are motivated by evidence.

Close

Economics of Uncertainty, Information, and Game

ECON 211B

Preparation: introductory probability. Requisite: course 201C. Theory of individual decision making under uncertainty, applied to topics such as asset pricing models, adverse selection, moral hazard, bargaining, signaling, auctions, and search.

Close

Econometrics: Single Equation Models

ECON 231A

Linear regression model, specification error, functional form, autocorrelation, nonlinear estimation, distributed lags, nonnormality, univariate time series, qualitative dependent variables, aggregation, structural change, and errors-in-variables.

Close

System Models

ECON 231B

Multivariate regression, errors-in-variables, simultaneous equations, identification, proxy variables, latent variables, factor analysis of panel data, asymptotic distribution theory.

Close

Analysis

Math 131A, 131B

131A - Requisites: courses 32B, 33B. Rigorous introduction to foundations of real analysis; real numbers, point set topology in Euclidean space, functions, continuity.

131B - Requisites: courses 33B, 115A, 131A. Derivatives, Riemann integral, sequences and series of functions, power series, Fourier series.

Close

Real Analysis

Math 245A

Requisites: courses 121, 131A-131B. Basic measure theory. Measure theory on locally compact spaces. Fubini theorem. Elementary aspects of Banach and Hilbert spaces and linear operators. Function spaces. Radon/Nikodym theorem. Fourier transform and Plancherel on Rn and Tn.

Close

Applied Stochastic Processes

MGMT 210B

Requisite: Mathematics M170A or Electrical Engineering 131A. Fundamentals of stochastic processes, including Poisson processes, renewal theory, and Markov chains. Sequential stochastic (usually Markovian) decision processes in discrete and continuous time. Emphasis on problem formulation and characterization and computations of optimal policies, often via dynamic programming, applications to inventory, queueing, maintenance, reliability, and replacement problems.

Close

Seminars

 
Seminar series provide a collegial forum for accessing the intellectual capital you need to succeed. These seminars further prepare our Ph.D. students for research, presentation and job market success.

Accounting Conference

Our faculty seminars are hosted by your area of study and closed to the public; distinguished faculty from other universities present their latest papers and findings.

At our UCLA Accounting Conference held April 21 and 22, 2017, Professor Paul Fischer of The Wharton School at the University of Pennsylvania presented his paper, “Accounting Tinder: Acquisition of Information with Uncertain Precision,” co-authored with Mirko S. Heinle. Fischer and Heinle’s paper, and Fischer’s presentation, surrounded the development of a model of information acquisition in capital markets, which was then analyzed to explore how investors are uncertain about the precision of the private information before they acquire it. Fischer theorized that investors use prior prices and public information to estimate the precision and, therefore, value of the private information, finding that larger price to earnings deviations lead to more private information acquisition, higher future price volatility, and higher future trading volumes.

The conference also hosted Professor Phillip C. Stocken of the Tuck School of Business at Dartmouth College, who presented his paper, “Persuasion under Second-Order Uncertainty.” Co-authored with Patrick Hummel of Google and John Morgan from the University of California, Berkeley, Stocken’s presentation explored a general model of persuasion games, applying their findings to a corporate voluntary disclosure setting, offering novel empirical predictions. Accounting also hosted Rodrigo Verdi of the Sloan School of Management at MIT, whose paper “Financial Reporting Regulation and Financing Decisions” – co-authored with Patricia Naranjo of the Jesse H. Jones Graduate School of Business at Rice University and UCLA Anderson’s Daniel Saavedra – studied the influence of a major reform in financial reporting regulation on financing decisions.

Job Market Papers

These seminars provide the opportunity to defend your work, receive research and career feedback, and influence others’ work lives. With the toughest audiences you will ever face, this experience is all about preparing you for your professional life and positioning you for candidacy as a faculty member at one of the world’s highest caliber institutions.