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The Swedish House of Finance (SHoF) offers within its Doctoral Course Program in Finance a mini- course

Empirical Macro-Based Asset Pricing

with

Professor Mikhail Chernov (UCLA)

Empirical asset pricing is focused on measuring and understanding risk premia in financial markets.

Thinking about risk premia necessarily involves modeling the pricing kernel. This course will study evidence pertaining to the pricing kernel and applied theoretical developments that are motivated by the evidence. Primarily, the course will focus on modeling of equities and bonds with some time dedicated to options and currencies. (See the detailed syllabus.)

Once registered, each student receives (via mail) background material which (s)he is expected to study in preparation of the course.

Schedule

 Monday, June 8th 2015: 10.00-12.00 & 14.00-16.00; at SHoF, Drottninggatan 98

 Tuesday, June 9th 2015: 09.00-11.00; at SHoF, Drottninggatan 98

 Wednesday, June 10th 2015: 10.00-12.00 & 14.00-16.00; at SHoF, Drottninggatan 98

 Thursday, June 11th 2015: 08.00-10.00; at SHoF, Drottninggatan 98

Registration

Please register in advance with the course secretary Jenny Wahlberg Andersson, Department of Finance, Stockholm School of Economics, Drottninggatan 98, 111 60 Stockholm, Phone: 736 9140, e- mail: jenny.wahlberg.andersson@hhs.se

Travel Stipends

SHoF offers travel stipends to PhD students from Swedish universities. To apply, please send a brief motivation letter/mail by the supervisor and a budget to jenny.wahlberg.andersson@hhs.se. The Nordic Finance Network (NFN) offers travel stipends to PhD students from other Nordic countries who come from one of the NFN member institutions. Information on how to apply for NFN travel stipends is on http://nfn.aalto.fi/courses.htm.

SHoF

On http://houseoffinance.se/phd-course-program/core-courses/ there is further information about SHoF’s Doctoral Course Program in Finance.

References

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