Empirical Asset Pricing

Michael Weber May 31- June 4,2021, (The University of ChicagoBooth School of Business)

Course credit

4 ECTS

Registration

Please register in advance with the course secretary Jenny Wahlberg Andersson

e-mail:jenny.wahlberg.andersson@hhs.se

Registration deadline: May 17, 2021

Syllabus

May 31: Empirical Asset Pricing: Introduction
June 1: Time Series Predictability and Term Structure of Returns
June 2: The Cross Section of Returns and the Factor Zoo
June 3: Machine Learning in Asset Pricing
June 4: Monetary Policy and Asset Markets

Schedule 2021 (Hybrid)

Classes will be held online via zoom or at the premises of SHoF, Drottninggatan 98, 111 60 Stockholm on the following days:

May 31: 10-12 & 13-15
June 1: 10-12 & 13-15
June 2: 10-12 & 13-15
June 3: 10-12 & 13-15
June 4: 10-12 & 13-15

Travel Stipends

SHoF offers travel stipends to PhD students from Swedish universities. To apply, please send a brief motivation letter/mail by the supervisor and a budget to jenny.wahlberg.andersson@hhs.se
The Nordic Finance Network (NFN) offers travel stipends to PhD students from other Nordic countries who come from one of the NFN member institutions.
Information on how to apply for NFN travel stipends is on

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Empirical Asset Pricing

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