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BUSINESS F771

Financial Economics I

Graduate

Winter 2025

Topics

  • asset pricing
  • pricing
  • portfolio theory

Readings

  • Empirical Asset Pricing: The Cross Section of Stock Returns
    Turan G. Bali; Robert F. Engle; Scott Murray · 2016 · recommended/optional
  • Asset Pricing
    John H. Cochrane · 2001 or 2004 · recommended/optional
  • The Econometrics of Financial Markets
    John Y. Campbell; Andrew W. Lo; A. Craig MacKinlay · 1997 · recommended/optional
  • Asset Pricing and Portfolio Choice Theory
    Kerry E. Back · 2010 · recommended/optional
Sources