Scott Weisbenner




Professor of Finance and James F. Towey Faculty Fellow

Educational Background:

Ph.D., Economics, Massachusetts Institute of Technology, 1999

B.A., Economics and Mathematics, University of Wisconsin at Madison, 1995

More info here.

E.g., 2016-10-23
E.g., 2016-10-23
E.g., 2016-10-23
Oct 19th 2016

In this course, we will discuss fundamental principles of trading off risk and return, portfolio optimization, and security pricing. We will study and use risk-return models such as the Capital Asset Pricing Model (CAPM) and multi-factor models to evaluate the performance of various securities and portfolios. Specifically, we will learn how to interpret and estimate regressions that provide us with both a benchmark to use for a security given its risk (determined by its beta), as well as a risk-adjusted measure of the security’s performance (measured by its alpha).

No votes yet