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Poslední úprava: PhDr. František Čech, Ph.D. (05.02.2024)
There are no formal prerequisites for the course. However, knowledge up to the level of Statistics (JEB105), Econometrics I & II (JEB109, JEB110), and Data Science with R I (JEM227) is assumed and expected. |
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Poslední úprava: PhDr. František Čech, Ph.D. (05.02.2024)
The final mark of up to 100 points consists of:
Grading scale (p = total points):
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Poslední úprava: PhDr. František Čech, Ph.D. (05.02.2024)
The course closely follows two textbooks:
Other recommended textbooks:
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Poslední úprava: PhDr. František Čech, Ph.D. (05.02.2024)
SYLLABUS INTRODUCTION
PORTFOLIO THEORY AND PRACTICE
EQUILIBRIUM CAPITAL MARKETS
APPLIED PORTFOLIO MANAGEMENT
VALUE-AT-RISK
HOMEWORK 1 - data collection
EMPIRICAL ASSET PRICING - Preliminaries
HOMEWORK 2 - Empirical Asset Pricing I
EMPIRICAL ASSET PRICING - The Cross-Section of Stock Returns
HOMEWORK 3 - Empirical Asset Pricing II
Note: The instructor reserves the right to modify the content of the course and will notify students accordingly (in class and in Student Information System).
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