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.
Posted by at
Labels:

10 comments:

  1. UnknownJuly 30, 2015 at 4:30 PM

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

    Thanks

    ReplyDelete
  2. AnonymousJuly 31, 2015 at 12:27 AM

    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.

    ReplyDelete
  3. David ZetlandJuly 31, 2015 at 6:23 AM

    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. MPAAugust 2, 2015 at 10:20 AM

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

      Delete
  4. MPAJuly 31, 2015 at 9:55 AM

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

    ReplyDelete
  5. masih abgJuly 31, 2015 at 10:23 AM

    Pedro Cruz >< John H. Cochrane Thanks!

    ReplyDelete
  6. eduardoJuly 23, 2016 at 10:15 PM

    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. John H. CochraneJuly 24, 2016 at 10:29 AM

      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

Comments are welcome. Keep it short, polite, and on topic.

Thanks to a few abusers I am now moderating comments. I welcome thoughtful disagreement. I will block comments with insulting or abusive language. I'm also blocking totally inane comments. Try to make some sense. I am much more likely to allow critical comments if you have the honesty and courage to use your real name.

Subscribe to: Post Comments (Atom)