Financial Econometrics II

Ects : 3
Compétence à acquérir :
Master econometrics (static) tools in empirical finance: factor models, risk premia, etc.

Description du contenu de l'enseignement :
Financial Data, Econometrics of Efficient frontier, CAPM to multifactor pricing models estimations
To offer an overview of mostly used econometrics tools and the way these methodologies can be used in empirical finance, both in investment banking and asset management.