Week 1: a) The Fama and French model b) Fund and performance evaluation.
Week 2: Econometrics of classic linear models.
Week 3: Time series predictability, volatilty and bubbles.
Week 4: Equity premium, macroeconomics and asset pricing.
Week 5: Option Pricing.
Week 6: Term structure models and facts.
Week 7: Portfolio Theory and Final Exam.