ECO 390 - Empirical Asset Pricing

The intensive writing course provides students with opportunities construct arguments by combining theory (reasons) and data (evidence). The class has a discussion-focused format and emphasizes students’ claims and counter-claims about theories and evidence in empirical asset pricing. The objective is to link empirical methods to theoretical concepts, and encourage students to take intellectual risks and engage in economics research with confidence. Topics covered include portfolio theory, security price movements, alternative investment and asset pricing models, and testing and interpretation of these models. This is a research-focused course that teaches practical applications of quantitative methods in finance, designed for highly motivated and technically skilled undergraduate students seeking to practice and critique the use of economics tools.

Satisfies Economics major and minor requirement.

Prerequisites & Notes
Prerequisites: ECO 105, 202, 203, and 205.