Empirical Finance

The purpose of the course is that students learn to apply financial theory in a practice. The focus will be on applied portfolio management. The course will present how to approach real world problems by analysing real life financial data within the spreadsheet environment of Excel. In short, the purpose of the course is that students adopt the tools necessary to use financial theory in a practical way which will benefit them in any finance or research related position. At completion of the course, students should be able to, as a minimum, (i) construct an optimal portfolio of assets/stocks, (ii) assess fund management performance, (iii) hedge (bond) portfolios from risk factors such as interest rate changes. The course will primarily take a financial management perspective and concentrate on the application of concepts.

Course leader

Ulf Nielsson - Department of Finance

Target group

This is a graduate level course. CBS Summer University courses at Copenhagen Business School is open to all and welcomes domestic and international students as well as professionals.

Course aim

Solve real-world problems and cases using the tools and concepts from empirical finance.

Identify, explain, and apply the core concepts, models, and methods.

Calculate, interpret, and compare financial statistics.

Elaborate and present solutions for financial decision problems.

Credits info

2.5 EC
This is an intensive 2-week course. 2-week courses cannot be combined with any other courses.

Fee info

DKK 5750: Tuition fee - Non European students
DKK 2875: Tuition fee - Open University students