B9020-001: Research on Investing with Fundamental Analysis
R - Full Term, 09:00AM to 12:15PM
Credit hours: 3.0
Location: WJW 416
Instructor: Stephen Penman; Shivaram Rajgopal
This seminar covers research on trading with fundamental information. It covers such topics as fundamental-based trading strategies, accounting anomalies in returns, accounting arbitrage, limits to arbitrage, factor investing, fundamental analysis and smart beta, research on accounting quality, and developing the appropriate accounting information on which to trade.
Stephen Penman
George O. May Professor of Financial Accounting
Stephen Penman is the George O. May Professor in the Graduate School of Business, Columbia University where he is also co-director of the Center for Excellence in Accounting and Security Analysis and director of the Masters Program in Accounting and Fundamental Analysis.
Prior to his appointment at Columbia in 1999, Penman was the L.H. Penney Professor in the Walter A. Haas School...
Shivaram Rajgopal
Roy Bernard Kester and T.W. Byrnes Professor of Accounting and Auditing; Accounting Division Chair
Shiva Rajgopal is the Kester and Byrnes Professor of Accounting and Auditing at Columbia Business School. He has also been a faculty member at the Duke University, Emory University and the University of Washington. Professor Rajgopal’s research interests span financial reporting, earnings quality, fraud, executive compensation and corporate culture. His research is frequently cited in the popular press, including...