energys 发表于 2013-7-31 14:35 
一般主要的研究方向有哪些呢?
I can't list all the topics because they mainly depend on your advisor's research area. The topics are mainly focus on the theoretical area. I am going to apply for a phd in finance, and the professor I am working with is studying the pricing kernel which belongs to the asset pricing area.
Some other topics such as theoretical corporate finance (agent and principal problem), micro-structure or even financial econometrics are also common ones.
These are the courses offered by the phd program in NYU, you can take a look.
http://www.stern.nyu.edu/experie ... nts/index.htm#year2
also paste here:
Sample Curriculum
First Year | Second Year | Third Year | Fourth Year | Elective Modules
First Year
Fall
Microeconomics I (GSAS)
Consumer preferences and choice, expected utility, risk aversion and social choice.
Macroeconomics I (GSAS)
Dynamic programming, equilibrium with complete markets, OLG models, stochastic and non-stochastic growth.
Econometrics I (GSAS) or Applied Econometrics (Stern)
Introduction to econometric theory/Introduction to applied econometrics.
Math for Economists I (GSAS), or other math elective
Real analysis.
Spring
Microeconomics II (GSAS)
Game theory, principal-agent models, mechanism design.
Macroeconomics II (GSAS)
Search theory, asset pricing, optimal taxation, Bewley models, numerical techniques.
Econometrics II (GSAS) or Econometrics Analysis of Panel Data (Stern)
Time series and empirical econometrics/Applied panel data econometrics.
Math for Economist II (GSAS), or other math elective
Measure theory
Comprehensive exams in Microeconomics and Macroeconomics
Second Year
Fall
Asset Pricing I
Discrete time theoretical asset pricing, including introduction to recent models.
Calibration and simulation of these models to solve the major asset pricing puzzles.
Corporate Finance I
Theoretical Corporate Finance.
Electives (see below)
2 Research Practica (entire year)
Spring
Asset Pricing II
Continuous time theoretical asset pricing. Empirical asset pricing and econometrics.
Corporate Finance II
Continuous time principal-agent models. Econometric tools for empirical corporate finance.
Electives (see below)
Paper Preparation
Summer
2nd year paper
Third Year
Presentation of 2nd year summer paper
Electives (see below)
2 Research Practica
Dissertation Preparation
Teaching Practicum
Summer
Teach 6-week undergraduate class
Fourth/Fifth Year(s)
Defense of dissertation proposal
Dissertation research
Job market presentations
Job market interviews
Dissertation defense
Suggested Electives
Stern Seminars
Corporate Governance, Market Microstructure, Agency and Exec Compensation, Derivatives, Financial Econometrics, Financial Institutions, Corporate Finance and Banking, Liquidity and Asset Pricing, Empirical Finance, Int'l Corp. Finance, Empirical Research in Financial Accounting I & II, Valuation-Accounting III
Graduate School of Arts and Sciences (GSAS) courses
Stochastic Calculus, Linear Algebra I & II, Analysis (math, real or functional), Probability Limit Theorems I & II, Game Theory I & II, Special Topics in Economics