2000x580 15

Empirical finance (MASTER)

Syllabus

1. Predictability of Stock Returns, Market Efficiency
2. International Portfolio Diversification
3. Performance Measures
4. Empirical evidence on CAPM and APT
5. Applications of Linear Factor Models
6. Valuation Models and Asset Returns
7. Stock Price Volatility
8. Optimization under Risk-parity
9. Volatility and Market Microstructure
10. Event studies
11. Fixed income instruments and Term Structure of Interest Rates

Contacts

Igor Lončarski

Office hours

Wednesday at 13:00

room RZ-105

Please make an office hours appointment via e-mail beforehand.

Business portrait of Igor Lončarski in the library of the School of Economics and Business in October 2024, with a round window and shelves full of books in the background