Asset Pricing III (FINC-585-3)
1.00 Credit
TCE BidStats

This course covers topics in the empirical asset pricing literature with an emphasis on recent developments. Topics include: Latent factor models; GMM theory and applications in finance; return predictability; performance evaluation; affine asset pricing models; Estimation of asset risk premia; estimation of volatility and jump risks from low/high frequency data; empirical derivatives pricing using parametric and nonparametric methods.


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Academic Year Term   Session Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2020-2021 Spring 2021 10 Weeks FINC-585-3 Asset Pricing III 21 1 Andersen, Torben Fri 1:30 PM - 4:30 PM Evanston N/A (Room TBA) N