2022-2023 Catalog 
    Dec 05, 2023  
2022-2023 Catalog [ARCHIVED CATALOG]

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MSFA 736 - Econometrics

Unit(s): 2

Probability models for portfolio risk and return evaluation. 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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