2502FI03
Advanced Topics in Asset Pricing and Capital Market Research
Starting from a solid theoretical foundation, this course provides students with an understanding of important empirical methods and their application in asset pricing. It covers both the classical approaches based on Fama and MacBeth (1973) and Black, Jensen and Scholes (1972) - which are still widely used in current research - and GMM-based estimation methods. Furthermore, it shows how machine learning approaches can be meaningfully incorporated into modern asset pricing.
The course intends to enable students to plan and carry out empirical research in asset pricing on their own and prepares for an empirical PhD thesis in this area of finance.
Date:
17. - 20. Februar 2025
Location:
MLP Campus
Alte Heerstraße 40
69168 Wiesloch
Language:
English
Lecturers:
Prof. Dr. Joachim Grammig
University of Tübingen
Prof. Dr. Jantje Sönksen
University of Hannover
Prof. Dr. Erik Theissen
University of Mannheim
Registration:
Click for information on fees, payment and registration,
or email us: prodok@vhbonline.org.
Registration Deadline: 19. Januar 2025
Syllabus:
Hotels:
Hotel Ifen ( ca. 750 m)
zu Fuß ca. 10 min
Schwetzingerstraße 131
69168 Wiesloch
E-Mail: info@hotel-ifen.de
Telefon: 06222-5809-0
Hotel Palatin Kongresshotel und Kulturzentrum GmbH (ca. 2 km entfernt. Liegt im Zentrum von Wiesloch)
zu Fuß 25 min mit dem Auto 7 min
Ringstraße 17-19
69168 Wiesloch
E-Mail: info@palatin.de
Telefon: 06222-582-01
