Empirical Asset Pricing


This course develops, examines, and applies models for portfolio decisions by investors and the pricing of securities in capital markets. While developing portfolio theory, we will study the extensive empirical work that characterizes movements in security prices, evaluates alternative investment and asset pricing models, and attempts to test those models and interpret the implications of those tests. This is a research oriented course with practical implementation of quantitative methods in finance, aimed at highly motivated and technically proficient undergraduate and masters students. Instructor: Weller

Course Syllabi

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