Description
FINANCIAL EMPIRICAL METHODS
This doctoral seminar covers the empirical techniques used most often in the analysis of financial markets and their application to actual market data. Topics covered include the statistical properties of asset returns and the efficient markets hypothesis, empirical tests of asset pricing models (CAPM, APT, intertemporal CAPM, consumption CAPM), and tests of conditional asset pricing models. Topics of related interest may also be covered.
Details
Grading Basis
Grad LG/SU3 Basis
Units
1.5
Component
Seminar - Required
Offering
Course
BFIN 3035
Academic Group
Katz Grad School of Business
Academic Organization
KGSB - Business Admin
Campus
Pittsburgh Campus
Typically Offered
Fall