VHB ProDok Kurs

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:

03. – 06. Juli 2023

Location:

MLP Campus
Alte Heerstraße 40
69168 Wiesloch

Language:

English

Lecturers:

Prof. Dr. Joachim Grammig, University of Tübingen

Prof. Dr. Erik Theissen, University of Mannheim

Dr. Jantje Sönksen, University of Tübingen

 

Registration:

Click for information on fees, payment and registration,
or email us: prodok@vhbonline.org.

Registration Deadline: 4. Juni 2023