Empirical finance

predmet

Cilji predmeta

Ni opisa

Vsebina predmeta

1. Predictability of Stock Returns, Market Efficiency
2. International Portfolio Diversification
3. Performance Measures
4. Empirical evidence on CAPM and APT
5. Applications of Linear Factor Models
6. Valuation Models and Asset Returns
7. Stock Price Volatility
8. Optimization under Risk-parity
9. Volatility and Market Microstructure
10. Event studies
11. Fixed income instruments and Term Structure of Interest Rates

Nosilci predmeta

	red. prof. dr. Igor Lončarski Katedra za denar in finance (redni član)
	E: igor.loncarski@ef.uni-lj.si  T: (01) 5892-628  Fax: +386 (1) 5 892 698	W: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=106680  LinkedIn: http://si.linkedin.com/pub/igor-loncarski/21/863/257/
	Govorilne ure ponedeljek ob 13.00 v RZ-105 Prosim, če se za GU najavite po el. pošti. / Please make an office hours appointment via e-mail beforehand. POZOR: Aktualna sprememba govorilnih ur