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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

  • Govorilne ure
  • ponedeljek ob 8.00 v RZ-105
  • Prosim, če se najavite po el. pošti. / Please email me before coming to the office hours.
  • POZOR: Aktualna sprememba govorilnih ur
 
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