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Financial Econometrics (ECON715)

Course description

This course gives an overview of recent developments in three areas of financial econometrics. First, methods for the implementation of Markowitz `optimal’ portfolios, and how to best implement such portfolios in practice. Second, multiple testing procedures: when many hypothesis tests are carried out at the same time (such as when evaluating the performance of a large number of fund managers), one needs to take the multiplicity into account in order to safeguard against the possibility of ma...


Pre-requisites

Seminar Required

Graded, 0.5 Credit Units


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