Thursday, July 30, 2015

Asset Pricing Part II

Asset Pricing Part II, the second half of my online PhD class in asset pricing, starts up next week. Part I and Part II are separate and independent courses, and you don't need a lot of the material of Part I to do Part II. This is a "summer school" session set up especially for PhD students in finance.

Syllabus:

Week 1: a) The Fama and French model b) Fund and performance evaluation.

Week 2: Econometrics of classic linear models.

Week 3: Time series predictability, volatilty and bubbles.

Week 4: Equity premium, macroeconomics and asset pricing.

Week 5: Option Pricing.

Week 6: Term structure models and facts.

Week 7: Portfolio Theory and Final Exam.

11 comments:

  1. Will it be available "on demand" in the future (Part I as well)?

    Thanks

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  2. As someone who did (and passed) the original all-in-one course, I have to say that it's deflating to find that my certificate says I only passed the first one, when it looks a lot like the two new courses break the old one into two. But, that said, thanks and congratulations on a great course.

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  3. Applied asset pricing Q: Do you think that QE is inflating asset prices? If yes, do you think that's a bad idea in any way(s)?

    ReplyDelete
    Replies
    1. QE is not bad idea. but look what happened in Japan..deflation..best

      Delete
  4. Best-for-the-Best ..I might repeat couple lessons.. Thanks Prof.. All best

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  5. Pedro Cruz >< John H. Cochrane Thanks!

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  6. The material of your class is no longer available in Coursera. Sadly I downloaded all the videos and readings but not the exercises (and your answers/comments) which were extremely helpful. Do you know if this material will be available online any time soon? Thank you very much!

    ReplyDelete
    Replies
    1. The U of C team is working hard to get videos and notes up, and eventually find a new platform for the exercises. I hope the videos and notes will be up in a matter of a week or two
      Thanks
      John

      Delete

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