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.

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

Athena Title

Trading Strat and Finan Models

Syllabi FINA 4330
Credit Hours 3.0