The course provides a review of recent research in empirical asset pricing. The idea is to read current papers and generate ideas for future research including dissertation topics.
Nomura Professor Emeritus of International Finance
Professor Hodrick teaches both fundamental and advanced courses in international finance. His expertise is in the valuation of financial assets. His current research explores the empirical implications of theoretical pricing models that generate time-varying risk premiums in the markets for bonds, equities and foreign currencies. He is also a research associate of the National Bureau of Economic Research.