An introduction to stock market anomalies and ways to predict their strength, to profit from them, and to measure the risks of doing such trading strategies. We consider the most well-known empirical deviations from the CAPM and the most popular ways to fix the CAPM to understand the nature of the deviations.

Oasis Title

TRAD STR/FIN MODELS

Semester Course Offered

Offered fall and spring semester every year.

Grading System

A-F (Traditional)

Prerequisite

(FINA 3000 or FINA 3000H) and (MSIT 3000 or STAT 3000) and FINA 4310

Syllabi FINA 4330
Credit Hours 3.0
Related Programs

Schedule of Classes

Spring 2014

Time Mon Tue Wed Thu Fri
noon
1 pm
2 pm
3 pm
12:30 pm-1:45 pm
0212 Sanford Hall
10272
2 pm-3:15 pm
0212 Sanford Hall
08427
12:30 pm-1:45 pm
0212 Sanford Hall
10272
2 pm-3:15 pm
0212 Sanford Hall
08427