Asset Pricing Role Ii

Asset Pricing Part II, the minute one-half of my online PhD degree inward property pricing, starts upward adjacent week. Part I as well as Part II are split upward as well as independent courses, as well as you lot don't involve a lot of the textile of Part I to produce Part II. This is a "summer school" session fix peculiarly for PhD students inward finance.

Syllabus:

Week 1: a) The Fama as well as French model b) Fund as well as functioning evaluation.

Week 2: Econometrics of classic linear models.

Week 3: Time serial predictability, volatilty as well as bubbles.

Week 4: Equity premium, macroeconomics as well as property pricing.

Week 5: Option Pricing.

Week 6: Term construction models as well as facts.

Week 7: Portfolio Theory as well as Final Exam.

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