Advanced Topics in Asset Pricing and Capital Market Research
Starting from a solid theoretical foundation, this course provides students with an understanding of important empirical methods and their application in asset pricing. It covers both the classical approaches based on Fama and MacBeth (1973) and Black, Jensen and Scholes (1972) – which are still widely used in current research – and GMM-based estimation methods. Furthermore, it shows how machine learning approaches can be meaningfully incorporated into modern asset pricing.
The course intends to enable students to plan and carry out empirical research in asset pricing on their own and prepares for an empirical PhD thesis in this area of finance.
Date:
30. May – 2. June 2022
Location:
MLP Campus
Alte Heerstraße 40
69168 Wiesloch
Language:
English
Lecturers:
University of Tübingen
University of Mannheim
University of Tübingen
Registration:
Click for information on fees, payment and registration,
or email us: prodok@vhbonline.org.
Registration Deadline: 1. May 2022