Seminars on Investment (FIN 616 for PhD level)

The objective of this course is to study, analyze, and evaluate the theoretical and empirical work on investment analysis, asset pricing, and portfolio management.  Topics include financial market micro-structure, market efficiency and documented anomalies, time-series properties of asset returns and cross-sectional properties of asset returns implied by equilibrium asset pricing models, such as CAPM, APT, and other factor models and consumption-based asset pricing. BA 521.