Advanced Topics in Empirical Finance

Contents

* Hypersyllabus

Lectures

* Economic Significance of Asset Pricing Frameworks
* Application: Performance Evaluation
* Conditional Asset Pricing
* Application: GMM-Based Asset Pricing Tests
* Issues in International Asset Pricing Models
* Application: Understanding Risk and Return in Emerging Markets
* New Directions for Research in Empirical Finance

Assignments

* Assignment 1
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