FINANCIAL EMPIRICAL METHODS   [Archived Catalog]
2020-2021 Graduate & Professional Studies Catalog
   

BFIN 3035 - FINANCIAL EMPIRICAL METHODS


Minimum Credits: 2
Maximum Credits: 2
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.
Academic Career: Graduate
Course Component: Seminar
Grade Component: Grad LG/SU3 Basis


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