Author: Alexander Barinov

Price: $79.95


This book evolved out of lecture notes and course materials for the similarly named elective on equity trading the author taught at the University of Georgia for several years. The course was an upper-level finance class for undergraduate students who have taken the basic asset-pricing course and a basic course in statistics.

The main idea of the course was to expand on what the students learned in the basic investments course on factor models and, most importantly, the well-known deviations from them usually referred to as "anomalies" in finance academic literature. The students in the course were expected to trade on each anomaly discussed using a simulated trading environment, thus gaining experience in implementing the trading strategies suggested by the recent literature. The students were also provided with state-of-the-art tools to gauge the trading costs involved and the risks they are exposed to while trading on the anomalies.

The main goal of this book is to fill the void between the undergraduate texts on asset pricing and the graduate textbooks and the review articles usually used in graduate classes. This book summarizes the key advanced concepts in finance and the most recent research on asset pricing models and anomalies without using advanced math and statistics.

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Alexander Barinov

Alexander Barinov received his PhD in Finance from University of Rochester in 2008 and spent seven years as an Assistant Professor of Finance at University of Georgia before joining University of California Riverside in 2015. His main research interest lies in the area of empirical asset pricing. His papers appeared, among other journals, in Management Science, Journal of Financial and Quantitative Analysis, and Journal of Financial Markets. His work covers volatility and volatility risk, asset-pricing anomalies, market microstructure, and securities issuance.

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