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Course information on this site is not reflective of offerings for the 2025鈥�2026 academic year. Some irregularities may occur as we move operations to the incoming Course Catalogue.
Finance : Studies in empirical asset pricing literature including time-series return predictability, cross-sectional market anomalies, tests of single- and multi-factor risk-return models, consumption-based asset pricing, fund performance evaluation and asset pricing issues in behavioural finance. Methodological aspects of empirical asset pricing research, such as the concept of stochastic discount factor (SDF), GMM-based estimation of parameters of asset pricing models, and modern mean-variance efficiency bounds.
Terms: Winter 2025
Instructors: Sarkissian, Sergei (Winter)
