Catalog

MSFA 736 - Econometrics (2)

Probability models for portfolio risk and Value at Risk models. Simple Regression Models with hypothesis tests, goodness of fit, and testing for problems with the data or the model. Multiple regression models with applications to CAPM and portfolio management. - Prerequisites (MBA students must take Stats prior to this class). Restricted to Financial Analysis, Investor Relations, Business Administration, Business Administration, Business Administration, Business Administration, Financial Analysis, and Risk Management majors.