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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.
Subject to approval of the Head of Department.
Students must attend one activity from each section.
This is a condensed course to be taught in Term Three.
Domestic fee $962.00
International Postgraduate fees
* 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.