BFX5011 · Advanced asset pricing

Overview

The objective of this unit is to introduce you to current research issues and empirical tools in asset pricing. This unit will cover research papers in asset pricing. It will also provide you with the skills and proficiency to empirically conduct asset pricing research.

Offerings

Assessment

The Handbook lists an examination for this unit.

Assessment details may change. Please refer to the assessment information in Moodle closer to the start of the teaching period.

Requisites

The Handbook lists no prerequisite, corequisite or prohibition for this unit.

Learning outcomes

1. acquire knowledge of contemporary issues in asset pricing and investments
2. critically evaluate current theoretical and empirical research in asset pricing and investments
3. develop analytical skills via understanding the intuition and logic behind theoretical and empirical research in asset pricing and investments
4. effectively convey ideas in writing and speech
5. demonstrate comprehensive understanding of the topics covered in BFX5011.

Workload

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. You are expected to complete all pre-class activities prior to your scheduled class, and post-class activities should be completed after your scheduled class. Learning activities may include a combination of teacher directed, peer directed and online engagement activities.

Student experience, not official rules. Nothing here changes what the Handbook says.