Past courses - 2021
| Empirical Asset Pricing | |
|---|---|
| Organizer | Swedish House of Finance, Stockholm School of Economics |
| Instructor | Magnus Dahlquist (Stockholm School of Economics) |
| Dates | October 27 - December 15, 2021 |
| Place | Swedish House of Finance, Stockholm, Sweden |
| Information |
This course is an introduction to empirical research in asset pricing. We begin with a review of econometric methods often used in asset pricing research. We then cover return predictability in the time series and the cross section. We also cover evaluations of various asset pricing models. The goal is to familiarize you with essential econometric methods, important empirical facts, and areas of current research interest. The emphasis is on the pricing of equities, but we also deal with bonds and currencies. The course will be organized on site at the Swedish House of Finance. More information here. |
| Applications | Please register in advance with the course secretary Jenny Wahlberg-Andersson, jenny.wahlberg.andersson (@) hhs.se. The deadline for applications is October 25, 2021 |
| Travel Grant | NFN offers Travel Grants for attending PhD students in finance coming from Nordic institutions outside of Sweden. To apply for the Travel Grant, please use this form and send it to NFN office nfn (@) aalto.fi. Remember to ask your supervisor to also send a short recommendation email. Please, send the application well in advance to make sure that the NFN office has time to process your application and you have a chance to ensure the cheapest tickets available. |
| The Financial Economics of Entrepreneurship,
Private Equity and Venture Capital | |
|---|---|
| Organizer | Graduate School of Finance |
| Instructor | David Robinson (Fuqua School of Business, Duke University) |
| Dates | August 9-13, 2021 (subject to possible COVID-19 restrictions) |
| Place | Aalto University School of Business, Espoo, Finland |
| Information | This course is an introduction to recent research on the small business economics (entrepreneurship) as well as the private equity/venture capital. This course is designed to provide a deep, fast-paced dive into the field of entrepreneurial finance. We will cover both classic papers as well as new work. The ultimate objective of the course is to prepare doctoral students for doing research in this rapidly growing sector. |
| Applications | Please see course website for instructions. |
| Travel Grant | NFN offers Travel Grants for attending PhD students in finance coming from Nordic institutions outside of Finland. To apply for the Travel Grant, please use this form and send it to NFN office nfn (@) aalto.fi. Please, send the application well in advance to make sure that the NFN office has time to process your application and you have a chance to ensure the cheapest tickets available. |
| Continuous Time Finance | |
|---|---|
| Organizer | Swedish House of Finance, Stockholm School of Economics |
| Instructor | Johan Waldén (UC Berkeley, Haas School of Business) |
| Dates | July 26 – August 5, 2021 |
| Place | Swedish House of Finance, Stockholm, Sweden |
| Information |
The object of this course
is to provide an introduction to continuous time finance,
including arbitrage theory, stochastic optimal control theory, and
dynamic equilibrium theory. The course also contains an
introduction to stochastic differential equations and Itô
calculus, which are the main mathematical tools used in this field
of research. More information can be
found
here. The course is worth 7,5 ECTS. |
| Applications | Please register in advance with the course secretary Jenny Wahlberg-Andersson, jenny.wahlberg.andersson (@) hhs.se. The deadline for applications is June 30, 2021. |
| Travel Grant | NFN offers Travel Grants for attending PhD students in finance coming from Nordic institutions outside of Sweden. To apply for the Travel Grant, please use this form and send it to NFN office nfn (@) aalto.fi. Please, send the application well in advance to make sure that the NFN office has time to process your application and you have a chance to ensure the cheapest tickets available. |
| Summer School on Market Microstructure | |
|---|---|
| Organizer | Stockholm Business School |
| Instructor | Thierry Foucault (HEC Paris) & Albert Menkveld (VU Amsterdam) |
| Dates | June 7-11, 2021 |
| Place | Stockholm Business School, Stockholm, Sweden |
| Information |
More information can be found
here. The course
is worth 3 ECTS. The course fee is waived for PhD students from
NFN institutions. |
| Applications | You can fill in the application form here. The deadline for applications is February 15, 2021. |
| Travel Grant | NFN offers Travel Grants for attending PhD students in finance coming from Nordic institutions outside of Sweden. To apply for the Travel Grant, please use this form and send it to NFN office nfn (@) aalto.fi. Please, send the application well in advance to make sure that the NFN office has time to process your application and you have a chance to ensure the cheapest tickets available. |
| Empirical Asset Pricing | |
|---|---|
| Organizer | Swedish House of Finance, Stockholm School of Economics |
| Instructor | Michael Weber (University of Chicago Booth School of Business) |
| Dates | May 31 - June 4, 2021 |
| Place | Swedish House of Finance, Stockholm, Sweden |
| Information |
More information can be found here. The course is worth 4 ECTS. |
| Applications | Please register in advance with the course secretary Jenny Wahlberg-Andersson, jenny.wahlberg.andersson (@) hhs.se. The deadline for applications is May 17, 2021. |
| Travel Grant | NFN offers Travel Grants for attending PhD students in finance coming from Nordic institutions outside of Sweden. To apply for the Travel Grant, please use this form and send it to NFN office nfn (@) aalto.fi. Please, send the application well in advance to make sure that the NFN office has time to process your application and you have a chance to ensure the cheapest tickets available. |
| Empirical Corporate Finance - ONLINE | |
|---|---|
| Organizer | Graduate School of Finance |
| Instructor | Renée Adams (Saïd Business School, University of Oxford) |
| Dates | May 27 - June 4, 2021 |
| Place | Aalto University School of Business, Espoo, Finland |
| Information | More information on the course website. |
| Applications | The deadline for applications is May 14, 2021. More information about the application procedure can be found on the course website. |
| Topics in Empirical Asset Pricing - ONLINE | |
|---|---|
| Organizer | Graduate School of Finance |
| Instructor | Tarun Chordia (Emory University) |
| Dates | February 17-March 2, 2021 |
| Place | Aalto University School of Business, Espoo, Finland |
| Information | More information will be updated on the
course website. This NFN course refers to part
II of the GSF course Empirical Asset Pricing. This intensive
course is worth 3 ECTS credits. |
| Applications | Application deadline is February 5, 2021. Application instructions can be found on the course website. |
| Travel Grant | NFN offers Travel Grants for attending PhD students in finance coming from Nordic institutions outside of Finland. To apply for the Travel Grant, please use this form and send it to NFN office nfn (@) aalto.fi. Please, send the application well in advance to make sure that the NFN office has time to process your application and you have a chance to ensure the cheapest tickets available. |
