Units
Asset Pricing
Unit code: EFN512
Credit points: 12
Information about fees and unit costs
This unit provides an advanced coverage of the empirical asset pricing literature, building on work done in Finance Theory and Econometric Methods. The unit will provide a broad coverage of key empirical work in a broad range of asset pricing and risk management, with topics including: understanding the distribution of financial returns, testing asset pricing models, stochastic discount factors, momentum, and aspects of financial risk management.
Availability
| Semester | Available |
|---|---|
| 2013 Semester 1 | Yes |
Sample subject outline -
Note: Subject outlines often change before the semester begins. Below is a sample outline.
Disclaimer - Offer of some units is subject to viability, and information in these Unit Outlines is subject to change prior to commencement of semester.
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