Asset Pricing Part II

Asset Pricing Part II , the minute one-half of my online PhD bird inwards property pricing , starts upwardly side past times side week. Part I in addition to Part II are carve upwardly in addition to independent courses , in addition to you lot don't involve a lot of the fabric of Part I to produce Part II. This is a "summer school" session develop peculiarly for PhD students inwards finance.

Syllabus:

Week 1: a) The Fama in addition to French model b) Fund in addition to surgical operation evaluation.

Week 2: Econometrics of classic linear models.

Week 3: Time serial predictability , volatilty in addition to bubbles.

Week 4: Equity premium , macroeconomics in addition to property pricing.

Week 5: Option Pricing.

Week 6: Term construction models in addition to facts.

Week 7: Portfolio Theory in addition to Final Exam.