Asset Pricing Part II

Asset Pricing Part II, the second half of my online PhD class in asset pricing, starts up next week. Part I and Part II are separate and independent courses, and you don't need a lot of the material of Part I to do Part II. This is a "summer school" session set up especially for PhD students in finance.

Syllabus:

Week 1: a) The Fama and French model b) Fund and performance evaluation.

Week 2: Econometrics of classic linear models.

Week 3: Time series predictability, volatilty and bubbles.

Week 4: Equity premium, macroeconomics and asset pricing.

Week 5: Option Pricing.

Week 6: Term structure models and facts.

Week 7: Portfolio Theory and Final Exam.