Advanced Investments

Catalog description

Advanced Investments focuses on empirically investigating the behavior of asset prices and returns. Students will work directly with data to learn and reproduce the motivating facts that have shaped the development of the modern investment landscape. The course will build a financial analysis tool set, including techniques for data visualization and description, hypothesis testing and statistical inference. Students will explore the behavior of stock returns across broad portfolios and individual stocks as well as other asset classes with the goal of gaining a deeper understanding of topics such as market efficiency, return predictability, and time-varying risk and return relationships.