FINC624-23S2 (C) Semester Two 2023

Asset Pricing

15 points

Details:
Start Date: Monday, 17 July 2023
End Date: Sunday, 12 November 2023
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 30 July 2023
  • Without academic penalty (including no fee refund): Sunday, 1 October 2023

Description

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

Prerequisites

Subject to approval of the Head of Department.

Timetable 2023

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Monday 13:00 - 15:00 Jack Erskine 445
17 Jul - 27 Aug
11 Sep - 22 Oct

Guest Lecturer

David Chapman (Visiting Erskine Fellow)

Assessment

Assessment Due Date Percentage  Description
Class participation 15%
Final project 35% Due in the last two class meetings.
Projects 50% Weekly.

Textbooks / Resources

Required Texts

Andrew L Berkin and Larry E Swedroe; Your Complete Guide to Factor Based Investing ; Buckingham, 2016.

not known; AQR Asset Management ; (Available as a pdf. download -- see course outline for link).

Indicative Fees

Domestic fee $1,037.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, 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

  • FINC624-23S2 (C) Semester Two 2023
Next year