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

Schedule of Classes

Summer 2014

No scheduled meetings.