Asset Pricing

Weekly Meetings

Saturdays
5:00pm – 6:00pm
Harper 148

Michael Bian

Michael Bian

Cohort Leader

Jason Yang

Jason Yang

Cohort Leader

Quarter 1: Concepts
– Portfolio Selection, Markowitz
– Capital Asset Prices: A Theory of Market Equilibirum under Conditions of Risk, Sharpe
– Efficient Capital Markets, Fama
– The Cross-Section of Expected Returns, Fama and French
– Selected papers, AQR
Quarter 2: Technical Skills
– Data management tools: R (dplyr) and Python (pandas)
Quarter 3: Research Ideas
– Explanations for momentum in speci c markets
– Timing the market
– Effect of hypothetical securities on the economy