Empirical Asset Pricing

ECON 676

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. Prerequisite: Economics 372 or 572 or 471 or 571. Instructor: Staff

Prerequisites

Prerequisite: Economics 372 or 572 or 471 or 571

Curriculum Codes
  • SS
Typically Offered
Fall and/or Spring