Reading: The recommended textbook for this class is: Elton, E.J., Gruber, M.J., Brown, S.J., and W.N. Goetzmann, 2014, Modern Portfolio Theory and Investment Management, 9th Edition. Any Investments textbook is also suitable for this class. A more advanced text is: Ferson, W.E., 2019, Empirical Asset Pricing: Models and Methods, MIT Press. This is an excellent reference book if you wish to dig deeper into some […]



