Seminar on Empirical Asset Pricing

Lecture

Taught by Dr. Yajun Xiao (University of Technology Sydney)

Presentations

Results presentation on assigned paper and data replication, presented by the students.

Topics include the consumption-based asset pricing model and intertemporal capital asset pricing model in the discrete time; the factor regression asset pricing models and their estimations and tests.

The grade is given by presentation performance and essay on summarizing results. The course accounts for 4 ECTS.

As the number of seminar topics is limited, a pre-registration until September the 30th, 2014, is required. Applications for the seminar including transcript and short CV can be sent to Mrs. Manzoni (claudia.manzoni@finance.uni-freiburg.de).

The lecture is open for M.Sc. Economics and M.Sc. VWL.

In M.Sc. Economics, the course can be credited in the profile "Finance".

In M.Sc. VWL, the course can be credited for Accounting, Finance, and Taxation (new examination regulations, valid from winter term 2014/2015)

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