| University of Delaware

FINC 672 - Workshop in Finance: Empirical Methods

Spring 2025

Prof. Matt Fleckenstein

Welcome Calendar Viewer Software installation Why Julia? Solutions to Lecture Notebooks Solutions to Assignments Study Aids

Module 1: Julia Programming Fundamentals

1.1 - Variables, Function, Control-Flow 1.2 - Julia Data Structures I 1.3 - Julia Data Structures II 1.4 - Julia Data Structures III 1.5 - Dates and Missing Values 1.6 - Tabular Data and File I/O 1.7 - Data Visualization 1.8 - Data Analysis Techniques

Module 2: Applications

2.1 - Getting Data from Yahoo Finance 2.2 - Interactive Data Visualization 2.3 - Using Web APIs for Data Collection 2.4 - Introduction to Portfolio Mathematics 2.5 - Mean Variance Analysis (a) 2.6 - Mean Variance Analysis (b) 2.7 - Capital Asset Pricing Model (CAPM) 2.8 - Market Efficiency 2.9 - Performance Analysis

Module 3: Assignments

3.1 - Assignment 01 3.2 - Assignment 02 3.3 - Assignment 03 3.4 - Assignment 04 3.5 - Assignment 05 3.6 - Assignment 06 3.7 - Assignment 07 3.8 - Assignment 08