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.
TRAD STR/FIN MODELS
|Semester Course Offered||
Offered fall and spring semester every year.
Schedule of Classes
No scheduled meetings.