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Swedish House of Finance
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Empirical Asset Pricing

Michael Weber May 31- June 4,2021, (The University of ChicagoBooth School of Business)

Course credit

4 ECTS

Registration

Please register in advance with the course secretary Jenny Wahlberg Andersson


e-mail:jenny.wahlberg.andersson@hhs.se

 

Registration deadline: May 17, 2021

Syllabus

May 31: Empirical Asset Pricing: Introduction
June 1: Time Series Predictability and Term Structure of Returns
June 2: The Cross Section of Returns and the Factor Zoo
June 3: Machine Learning in Asset Pricing
June 4: Monetary Policy and Asset Markets

 

Schedule 2021 (Hybrid)

Classes will be held online via zoom or at the premises of SHoF, Drottninggatan 98, 111 60 Stockholm on the following days:

 

May 31: 10-12 & 13-15
June 1: 10-12 & 13-15
June 2: 10-12 & 13-15
June 3: 10-12 & 13-15
June 4: 10-12 & 13-15

Travel Stipends

SHoF offers travel stipends to PhD students from Swedish universities. To apply, please send a brief motivation letter/mail by the supervisor and a budget to jenny.wahlberg.andersson@hhs.se
The Nordic Finance Network (NFN) offers travel stipends to PhD students from other Nordic countries who come from one of the NFN member institutions.
Information on how to apply for NFN travel stipends is on http://nfn.aalto.fi/courses.htm

Michael Weber

Michael Weber joined Chicago Booth in 2014 as an Assistant Professor of Finance and was promoted to Associate Professor in 2018. He is also a faculty research fellow at the National Bureau of Economic Research in the Monetary Economics and Asset Pricing groups, Research Affiliate in the Monetary Economics and Fluctuations programme of CEPR, a member of the Macro Finance Society, a Research Professor at Ifo Institute and a research affiliate at the CESifo Research Network. He is also academic consultant for the European Central Bank, the Federal Reserve Bank of Cleveland, and several other central banks.

His research interests include asset pricing, macroeconomics, international finance, and household finance. His work on downside risk in currency markets and other asset classes earned the 2013 AQR Insight Award. He has published in leading economics and finance journals such as the American Economic Review, the Review of Economic Studies, the Review of Financial Studies and the Journal of Financial Economics.

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