Asset Pricing, UniNE – 2019/2020

The course  derives  asset  pricing  models  that  are  designed  to  explain  the  cross‐section  and  the  dynamic behavior  of  asset  returns,  empirically  assessing  the  models  to  discuss  their  usefulness  for practical applications.

The following additional sessions in the computer lab are designed to help review and prepare basic quantitative methods needed for finance.


Introduction to R  (html)

Data Acquisition in R (html)

Basic statistical concepts for Finance (html)

Basic Linear Regressions for Finance (html)