WANG, Jiaqi - HKUST Class Schedule & Quota

Class Schedule & Quota
2024-25 Summer 2024-25 Spring 2024-25 Fall 2021-22 Winter
2024-25 Spring
Common Core Course
The class information on this page will normally be updated every 15 to 20 minutes during class enrollment period.
» Student Information System (SIS)» PG Program/Course Catalog
Notes & Links
This service was first adapted from a student contribution in 2011-12 Fall. The efforts of all concerned are duly acknowledged.

AIAA AMAT BSBE CMAA DSAA EOAS FTEC FUNH INFH INTR IOTA IPEN LANG MICS PDEV PLED ROAS SEEN SMMG SOCH SYSH UCMP UCUG UFUG UGOD

COURSE INFO

VECTOR	[3-0-0:3]
DESCRIPTION	This course addresses issues in both theoretical development and empirical studies of asset pricing. The theoretical part covers portfolio theory, arbitrage pricing theory with large numbers of assets, the intertemporal asset pricing model and the production-based asset pricing model. Topics related to derivative pricing are also covered. The empirical part covers asset return predictability, volatility-return relationship, asset pricing testing methodology, popular factor models used by practitioners and empirical findings in derivative markets.

VECTOR

[3-0-0:3]

DESCRIPTION

This course addresses issues in both theoretical development and empirical studies of asset pricing. The theoretical part covers portfolio theory, arbitrage pricing theory with large numbers of assets, the intertemporal asset pricing model and the production-based asset pricing model. Topics related to derivative pricing are also covered. The empirical part covers asset return predictability, volatility-return relationship, asset pricing testing methodology, popular factor models used by practitioners and empirical findings in derivative markets.

FTEC 5110 - Research in Asset Pricing (3 units)

Section	Date & Time	Room	Instructor	Quota	Enrol	Avail	Wait	Remarks
L01 (6124)	Th 09:00AM - 11:50AM	Rm 202, W4	KWOK, YUE KUEN WANG, Jiaqi	40	20	20	0