DE
Präsenz/Online gemischt
Event
Advanced Empirical Asset Pricing [WS222530569]
Type
lecture (V)Präsenz/Online gemischt
Term
WS 22/23SWS
2Language
EnglischAppointments
0Links
ILIASLecturers
Organisation
- Financial Engineering und Derivate
Part of
- Brick Advanced Empirical Asset Pricing | Industrial Engineering and Management (M.Sc.)
- Brick Advanced Empirical Asset Pricing | Economics Engineering (M.Sc.)
- Brick Advanced Empirical Asset Pricing | Information Systems (M.Sc.)
- Brick Advanced Empirical Asset Pricing | Information Engineering and Management (M.Sc.)
- Brick Advanced Empirical Asset Pricing | Economathematics (M.Sc.)
Literature
Basisliteratur
Asset pricing / Cochrane, J.H. - Rev. ed., Princeton Univ. Press, 2005.
zur Vertiefung/ Wiederholung
Investments and Portfolio Management / Bodie, Z., Kane, A., Marcus, A.J. - 9. ed., McGraw-Hill, 2011.
The econometrics of financial markets / Campbell, J.Y., Lo, A.W., MacKinlay, A.C. - 2. printing, with corrections, Princeton Univ. Press, 1997.