Skip to main content

Events

Advanced Topics in Asset Pricing and Capital Market Research

17. Feb bis 20. Feb. 2025 | Wiesloch


The course intends to enable students to plan and carry out empirical research in asset pricing on their own and prepares for an empirical PhD thesis in this area of finance.

Starting from a solid theoretical foundation, this course provides students with an understanding of important empirical methods and their application in asset pricing. It covers both the classical approaches based on Fama and MacBeth (1973) and Black, Jensen and Scholes (1972) - which are still widely used in current research - and GMM-based estimation methods. Furthermore, it shows how machine learning approaches can be meaningfully incorporated into modern asset pricing.


Registration Deadline: January 19, 2025

Referent*in / Lecturer
Prof. Dr. Erik Theissen
Universität Mannheim
theissen@uni-mannheim.de
Referent*in / Lecturer
Prof. Dr. Jantje Sönksen
Leibniz Universität Hannover
soenksen@eds.uni-hannover.de
Referent*in / Lecturer
Prof. Dr. Joachim Grammig
Universität Tübingen
joachim.grammig@uni-tuebingen.de

Sprache / Language

Englisch

Ort / Location

MLP Campus
Alte Heerstraße 40
69168 Wiesloch

Tickets

Noch 18 Plätze verfügbar.