PENG, Dexin - HKUST Class Schedule & Quota

Class Schedule & Quota
2025-26 Spring 2025-26 Winter 2025-26 Fall 2024-25 Summer
2025-26 Spring
Common Core Course
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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 (6081)	Fr 01:30PM - 04:20PM	Rm 122, E1	PENG, Dexin WANG, Junxuan	40	24	16	0