A syllabus will be added at a future date.
FIN2325–001 1 2 3 4 5 6 7 8 9 Prerequisites: FIN 2227 + FIN 2323 + FIN 2114 Class: MW 3–4:15pm, Bartley 2045 Office Hours: Wednesday 1:30-2:30pm, and by appointment Dr. Raisa Velthuis raisa.velth...
This program was written for my research on hedge fund capacity constraints, where we use recursive demeaning to estimate the returns to scale effect, following Pastor, Stambaugh, and Taylor (2015)...
This program is helpful to import a large set of similarly structured Excel files, for example to read a set of files containing Russell Index constituent data. /* Program to import set of Excel f...
2SLS with double clustered standard errors
Introduction to Derivatives