The SAFE Visitors Program organizes and cordially invites you to attend a PhD-level mini course on
Topics in cross-sectional asset pricing
Paulo F. Maio, Professor of Economics, Hanken School of Economics
Course Description
This course covers topics in cross-sectional asset pricing in line with the recent literature. It covers both models with macro factors and traded factors. The content is both theoretical and empirical. Examples include the long-run risks model, extensions of the baseline Consumption-CAPM, the ICAPM, and APT-based models. Some methodological aspects of asset pricing tests are also covered. Familiarity with the basics of asset pricing (e.g., Cochrane (2005) or Back (2007)) is desirable for the attendees.
Schedule
Wednesday, 11 November
2.00 p.m. – 5.00 p.m. (3 academic hours x45 min each), room HoF E.01
Wednesday, 18 November
2.00 p.m. – 5.00 p.m. (3 academic hours x45 min each), room HoF E.01
Thursday, 19 November
2.00 p.m. – 5.00 p.m. (3 academic hours x45 min each), room HoF E.01
Kindly note that the classes will start promptly at the indicated time. The number and the length of the breaks will be set by the professor.
The attendance is free of charge upon registration.
