Past courses - 2024
| Topics in Empirical Asset Pricing | |
|---|---|
| Organizer | Graduate School of Finance |
| Instructor | Tarun Chordia (Emory University) |
| Dates | April 2-5, 2024 |
| 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 March 11, 2024. 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. 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. |
| Long-Term Asset Pricing and Sustainability | |
|---|---|
| Organizer | Norwegian School of Economics |
| Instructor | Christian Gollier (Toulouse School of Economics) |
| Dates | March 19-22, 2024 |
| Place | Norwegian School of Economics, Bergen, Norway |
| Information |
This course aims at providing science-based instruments to assist public and private decision makers in their evaluation of actions and policies in the face of long-term global risks. How should we manage nuclear wastes? How should we price greenhouse gases? What is the optimal capacity of intensive care units in hospitals in the face of the next "black death" pandemic? I will show standard asset pricing theories can be extended to extreme risks and very long time horizons to translate our responsibility towards future generations and the notion of sustainability into practical evaluation tools such as risk-adjusted discount rates (ineffectively) used by corporations and evaluators of public investment projects around the world. This course will be mostly about how one should value investments from the viewpoint of the public good, i.e., including environmental externalities and secular impacts. I will also talk about climate finance, including the concepts of CSR and ESG criteria, and how firms and markets actually value green investments. More information on the course website. |
| Applications | If you are interested in participating in the course, please contact Associate Professor Konrad Raff at konrad.raff (@) nhh.no. |
| Travel Grant | NFN offers Travel Grants for attending PhD students in finance coming from Nordic institutions outside of Norway. 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. |
| Big Data Asset Pricing | |
|---|---|
| Organizer | Copenhagen Business School |
| Instructor | Lasse Heje Pedersen & Marc Hartung Eskildsen (Copenhagen Business School) |
| Dates | January 18 - February 29, 2024 |
| Place | Copenhagen Business School, Frederiksberg, Denmark / Hybrid |
| Information |
The aim of the class is to introduce Ph.D. students in finance and
related fields to empirical asset pricing research methods using
big data. The course provides students with empirical asset pricing tools to use big data to analyze modern topics in financial economics. The course starts with a quick overview of asset pricing, empirical asset pricing, and how to work with big financial data. The course then covers the factor zoo, multiple testing adjustments, replication, machine learning in asset pricing, and asset pricing with frictions. In addition to the theoretical discussion, the students will gain access to a large data set of global equity returns and use this data to solve several mandatory exercises, which constitute an essential part of the course. More information on the course website. |
| Applications | Registration deadline is December 7, 2023. Link to registration can be found on the course website. Course fee is waived for NFN students. |
| Travel Grant | NFN offers Travel Grants to cover part of the travel expenses for attending PhD students in finance coming from Nordic institutions outside of Denmark. 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. |
