Akash Bandyopadhyay's Courses

FINC 460-0 Sec 81: Investments [Winter 2012]: Syllabus (as of 12/28/2011) and First Class Assignment (REQUIRED, Due at the Beginning of First Class).

Here are the 4 readings to help you review Statistics, Probability, and Regression Analysis. Since these articles are not targeted for our course, they might not cover everything you need to know, and also we might not use everything covered in these articles in our course. Reviewing your class notes from the prerequisite statistics courses might be quite helpful:

(1)Probability Review, (2)Regression Review, (3)Statistics Review, (4)Table of useful Statistics Formulas.

Course Description (from Kellogg Course Catalog); Website (Blackboard Login Site).

Download Course Schedule in Outlook: iCalendar File. Here is the Instruction for Installation.

10/31/2011: Slides of my Presentation at the Investment Management Club (IMC)

FINC 970-0 Sec 81: Empirical Methods in Finance [Spring 2012]: Course Description (from Kellogg Course Catalog), meets concurrently with

FINC 530-0 Sec 21/PhD: Special Topics in Finance (Empirical Asset Pricing) [Spring 2012]: Course Description.

MBA Students: Do you want to learn the state-of-the-art financial models and empirical techniques beyond FINC 460-0 for making smart investments? Then this is the course for you. This advanced doctoral level course is designed to teach you up-to-date empirical research in asset pricing and portfolio/asset management. This course will be demanding on your time, but learning about the cornerstones of modern research is worthwhile and potentially highly rewarding. Hedge funds and quantitative asset management groups in the investment banks aggressively look for these short-in-supply skills. An ideal student is someone who is not afraid of advanced statistics and probability, matrix algebra, and tools of calculus. Hedge funds seem impressed with MATLAB abilities. We will organize tutorial sessions on MATLAB.

Here is Last Year's Syllabus. Please check this website before the start of Spring 2012 biddings for the current syllabus. Note that auditors are not allowed in this class. Please do registrar for the course if you are interested learning the material. No worries, workload is not unbearable. Also, feedback from last year's MBA students is highly enthusiastic. If you work hard then you will do well.

Slides of my Last Year's Presentation at the Investment Management Club (IMC).

PhD Students: This is our doctoral course on "Empirical Asset Pricing". We will review as many seminal, leading, and interesting published/working papers as (reasonably) possible within the 10 weeks period. Here is Last Year's Syllabus. I expect to make significant updates this year (this year's syllabus will be available in late winter). Auditors are not allowed. Please do registrar for the class if you are interested in this field. For more information see me at Jacobs 402.

Recommended Pre-Class Readings (for both PhD and MBA students): Please brush-up your statistics/econometrics knowledge from a finance perspective (and, of course, review the basics of finance) before our first meeting. I strongly recommend reading the first 4 chapters of Gene Fama's 1976 classic "Foundations of Finance". Its notations are a bit obsolete, but it is still the best resource to learn the fundamental intuitions without digression to unnecessary technicalities. You may download those chapters from the following links (no password required, many thanks to Gene Fama for permission to free-download).