FIN 7710
Empirical Asset Pricing
Critical evaluation of latest empirical research in finance with focus on equity and bond markets. Tests of intertemporal, multifactor, conditional, and unconditional asset pricing models. Special emphasis on developing econometric skills for the analysis of financial data.
Prerequisites & course information
PR/CR: A minimum grade of C is required unless otherwise indicated. Prerequisite: admission to the M.Sc. or Ph.D. program in Management (Finance) and FIN 7700 , or approval by instructor. Cannot be held with FIN 7110. Equiv To: FIN 7110
Sources
- Course catalogue ↗2026-2027