Learn how to do empirical asset pricing in R, while contributing to charity! Join our workshop on TidyFinance: Empirical asset pricing in R which is a part of our workshops for Ukraine series.
Here’s some more info:
Title: TidyFinance: Empirical asset pricing in R
Date: Thursday, October 13th 18:00 – 20:00 CEST (Rome, Berlin, Paris timezone)
Speaker: Patrick Weiss, PhD, CFA is a postdoctoral researcher at Vienna University of Economics and Business. Jointly with Christoph Scheuch and Stefan Voigt, Patrick wrote the open-source book www.tidy-finance.org , which serves as the basis for this workshops. Visit his webpage for additional information.
Description: This workshop explores empirical asset pricing and combines explanations of theoretical concepts with practical implementations. The course relies on material available on www.tidy-finance.org and proceeds in three steps: (1) We dive into the most used data sources and show how to work with data from WRDS, forming the basis for the analysis. We also briefly introduce some other possible sources of financial data. (2) We show how to implement the capital asset pricing model in rolling-window regressions. (3) We introduce the widely used method of portfolio sorts in empirical asset pricing. During the workshop, we will combine some theoretical insights with hands-on implementations in R.
How can I register?
- Go to https://bit.ly/3PFxtNA and donate at least 20 euro. Feel free to donate more if you can, all proceeds go directly to support Ukraine.
- Save your donation receipt (after the donation is processed, there is an option to enter your email address on the website to which the donation receipt is sent)
- Fill in the registration form, attaching a screenshot of a donation receipt (please attach the screenshot of the donation receipt that was emailed to you rather than the page you see after donation).
If you are not personally interested in attending, you can also contribute by sponsoring a participation of a student, who will then be able to participate for free. If you choose to sponsor a student, all proceeds will also go directly to organisations working in Ukraine. You can either sponsor a particular student or you can leave it up to us so that we can allocate the sponsored place to students who have signed up for the waiting list.
How can I sponsor a student?
- Go to https://bit.ly/3PFxtNA and donate at least 20 euro (or 17 GBP or 20 USD or 750 UAH). Feel free to donate more if you can, all proceeds go to support Ukraine!
- Save your donation receipt (after the donation is processed, there is an option to enter your email address on the website to which the donation receipt is sent)
- Fill in the sponsorship form, attaching the screenshot of the donation receipt (please attach the screenshot of the donation receipt that was emailed to you rather than the page you see after the donation). You can indicate whether you want to sponsor a particular student or we can allocate this spot ourselves to the students from the waiting list. You can also indicate whether you prefer us to prioritize students from developing countries when assigning place(s) that you sponsored.
If you are a university student and cannot afford the registration fee, you can also sign up for the waiting list here. (Note that you are not guaranteed to participate by signing up for the waiting list).
You can also find more information about this workshop series, a schedule of our future workshops as well as a list of our past workshops which you can get the recordings & materials of here.
Looking forward to seeing you during the workshop!