Lecture plan

Week	Date	Topic	Slide deck	Exercise	Preparation
7	Mon Feb 9	Kick-off		0	Complete all technical prerequisites
	Thu Feb 12	Asset prices	📊
8	Mon Feb 16	Optimal portfolio choice	📊	1	Chapter 3 in R for Data Science (data transformation), Sections 2.1 and 3.1 of Portfolio Choice Problems
	Thu Feb 19	Optimal portfolio choice	📊	2	Introduction and Section 1 of Risk Reduction in Large Portfolios
9	Thu Feb 26	Multifactor models	📊	3, 4	Chapters 7 and 8 of Empirical Asset Pricing: The Cross-Section of Stock Returns
	Fri Feb 27	MA 1 released		Quarto
10	Mon Mar 2	Reproducibility crisis	📊	5	FT article: “The hidden ‘replication crisis’ of finance”
	Thu Mar 5	Reproducibility crisis	📊
	Sat Mar 7	MA 1 deadline
11	Thu Mar 12	ML in Finance	📊
12	Mon Mar 16	ML in Finance	📊	6	Empirical asset pricing via Machine Learning
	Thu Mar 19	ML in Finance	📊	7
13	Thu Mar 26	ML in Finance	📊	8
		Easter break (W14)
	Fri Apr 3	MA 2 released
15	Tue Apr 7	ML in Finance	📊
	Thu Apr 9	Volatility estimation	📊	9
	Sun Apr 12	MA 2 deadline (8pm)
16	Mon Apr 13	Volatility estimation	📊
17	Thu Apr 23	Portfolio optimization	📊	10
18	Mon Apr 27	Parametric Portfolio Choice	📊	11
	Thu Apr 30	High-frequency econometrics	📊
	Fri May 1	MA 3 released
19	Thu May 7	Guest lecture: Cilie Feldager Chief GenAI Model Evaluation Expert (Danske Bank)		12
	Sun May 10	MA 3 deadline (8pm)
20	Mon May 11	High-frequency econometrics	📊
21	Tue May 19	High-frequency econometrics	📊
	Thu May 21	Q&A