BAFI 520 Empirical Finance

All of BAFI 502, BAFI 511

In this module we will apply quantitative techniques to practical financial applications. Topics may include:

  • Examining the dynamic properties of returns and implications for portfolio choice;
  • Examining the cross-sectional properties of returns;
  • Using the CAPM and APT to determine discount rates;
  • Estimating free cashflows and determining their values;
  • Event studies;
  • Fund performance evaluation;
  • Elementary simulation techniques.

Instructor Biography - Jan Bena

Course Outline - Class of 2018 (updated July 28, 2017)

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