FINC624-19S2 (C) Semester Two 2019

Asset Pricing

15 points

Details:
Start Date: Monday, 15 July 2019
End Date: Sunday, 10 November 2019
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 26 July 2019
  • Without academic penalty (including no fee refund): Friday, 27 September 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.

Prerequisites

Subject to approval of the Head of Department.

Course Coordinator

Duncan James

Notes

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

Indicative Fees

Domestic fee $962.00

* 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

  • FINC624-19S2 (C) Semester Two 2019
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