Empirical Asset Pricing (FIN 620)

2021 Fall
Sabancı Business School
Finance(FIN)
3
10
Yiğit Atılgan yatilgan@sabanciuniv.edu,
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English
Doctoral, Master
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CONTENT

This course presents available empirical methods that are used to test the theoretical models covered in FIN618. The aim is to provide an in-depth review of the empirical finance research. Students are expected to understand and apply these methods on selected topics including asset pricing models, portfolio valuation, and time-varying volatility.

PROGRAMME OUTCOMES


1. Develop and deepen the current and advanced knowledge in the field with original thought and/or research and come up with innovative definitions based on Master's degree qualifications 5

2. Conceive the interdisciplinary interaction which the field is related with ; come up with original solutions by using knowledge requiring proficiency on analysis, synthesis and assessment of new and complex ideas. 3

3. Evaluate and use new information within the field in a systematic approach. 5

4. Develop an innovative knowledge, method, design and/or practice or adapt an already known knowledge, method, design and/or practice to another field; research, conceive, design, adapt and implement an original subject. 3

5. Critical analysis, synthesis and evaluation of new and complex ideas. 5

6. Gain advanced level skills in the use of research methods in the field of study. 4

7. Contribute the progression in the field by producing an innovative idea, skill, design and/or practice or by adapting an already known idea, skill, design, and/or practice to a different field independently. 1

8. Broaden the borders of the knowledge in the field by producing or interpreting an original work or publishing at least one scientific paper in the field in national and/or international refereed journals. 1

9. Demonstrate leadership in contexts requiring innovative and interdisciplinary problem solving. 2

10. Develop new ideas and methods in the field by using high level mental processes such as creative and critical thinking, problem solving and decision making. 4

11. Investigate and improve social connections and their conducting norms and manage the actions to change them when necessary. 1

12. Defend original views when exchanging ideas in the field with professionals and communicate effectively by showing competence in the field. 1

13. Ability to communicate and discuss orally, in written and visually with peers by using a foreign language at least at a level of European Language Portfolio C1 General Level. 5

14. Contribute to the transition of the community to an information society and its sustainability process by introducing scientific, technological, social or cultural improvements. 1

15. Demonstrate functional interaction by using strategic decision making processes in solving problems encountered in the field. 1

16. Contribute to the solution finding process regarding social, scientific, cultural and ethical problems in the field and support the development of these values. 1