EMPIRICAL ASSET PRICING

ECON 476

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 master s students. Instructor: Weller

Course File Attachment: 

Day / Time: 

MW 01:25 PM-02:40 PM

Location: 

Soc/Psych 127

Instructor: 

Weller, Brian

Section: 

01