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Masterclass in Empirical Methods in Finance with Prof. Christina Atanasova, Simon Fraser University

June 10, 2017

A masterclass in Empirical Methods in Finance was delivered by Prof. Christina Atanasova, Finance Department, Beedie School of Business, Simon Fraser University, from May 31 to June 9, 2017. The masterclass was sponsored by Exeter Risk Management Corporation (ERMC). The class was open for enrollment for AEEM students and FEBA alumni. The topics covered two main areas: portfolio theory (asset allocation, risk and return in equilibrium, bond prices and the term structure of interest rates, option valuation), and empirical asset pricing (returns predictability, Fama-French and the cross-section of stock returns, empirical methods). The masterclass completed with writing a project by all students.