2020-2021 Catalog 
    
    Mar 28, 2024  
2020-2021 Catalog [ARCHIVED CATALOG]

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MSFA 736 - Econometrics


Unit(s): 2

Probability models for portfolio risk and return evalaution. 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)


Restriction: Field of study restricted to Financial Analysis Major
School of Management



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