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

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May 31st 2017

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).

Average: 7 (9 votes)
May 22nd 2017

In this course, you will start by reviewing the fundamentals of investments, including the trading off of return and risk when forming a portfolio, asset pricing models such as the Capital Asset Pricing Model (CAPM) and the 3-Factor Model, and the efficient market hypothesis.

Average: 6.3 (6 votes)