FINC624-19S2 (C) Semester Two 2019

Asset Pricing

15 points
15 Jul 2019 - 10 Nov 2019

Description

An examination and analysis of theories and applications of asset pricing.

This course is designed to equip students with a deeper understanding of selected topics in empirical asset pricing. The course covers topics ranging from ex-ante variables for predicting assets returns, testing capital asset pricing models asymmetry, tests of arbitrage pricing theory, momentum, value strategies, segmentation of stock markets and others. The course will also focus on important issues for the hedge fund industry. Students will discuss popular trading strategies and their risk profiles.

Pre-requisites

Subject to approval of the Head of Department.

Timetable 2019

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Wednesday 12:00 - 14:00 Meremere 101A Trading Room 15 Jul - 25 Aug
Lecture B
Activity Day Time Location Weeks
01 Monday 14:00 - 16:00 Meremere 101A Trading Room 15 Jul - 25 Aug

Course Coordinator

Duncan James

Notes

This is a condensed course to be taught in Term Three.

Indicative Fees

Domestic fee $962.00

* Fees include New Zealand GST and do not include any programme level discount or additional course related expenses.

For further information see Department of Economics and Finance.

All FINC624 Occurrences

  • FINC624-19S2 (C) Semester Two 2019