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Instructors: Prof. Dr. Florentina Paraschiv
Event type:
Seminar / exercise
Org-unit: Corporate Management & Economics
Displayed in timetable as:
Advanced Methods | K
Hours per week:
1,5
Credits:
3,0
Location:
Campus der Zeppelin Universität
Language of instruction:
Englisch
Min. | Max. participants:
10 | 24
Course content:
English
Educational objective:
Enhancing knowledge in empirical methods to model the capital markets. This course will enhance the theoretical and practical knowledge achieved in the Corporate Finance course with respect to:
- Extensions of Capital Asset Pricing Model
- Arbitrage Prcing Theory
- Efficient Market Hypothesis
We will include useful case studies with practical estimations in Excel: e.g. Fama French model for forecasting returns and further practical applications to test the efficient markets hypotheses.
Further information about the exams:
The exam will consist of Term Group Papers including some exppirical analyses.
Mandatory literature:
Papers related to the field will be provided at the class.
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Ja
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