Economics

Kerry Back

J. Howard Creekmore Professor of Finance and Professor of Economics

Public Rice profile source

Average rating

3.7

18 temporary mock ratings

Difficulty

3.6

course-linked average

Courses

in seeded sections

Public profile

Research areas

Asset Pricing, Market Microstructure, Derivative Securities, and Auction Theory

Courses taught

BUSI 800

Phd Research

Repeatable for Credit.

BusinessNone1-12 credits

3.85.6hAghamolla, Cyrus, Back, Kerry, Secomandi, Nicola, Tihanyi, Laszlo, Van Knippenberg, Daniel

BUSI 801

Phd Research II

Repeatable for Credit.

BusinessNone1-12 credits

4.27.4hAghamolla, Cyrus, Back, Kerry, Tihanyi, Laszlo, Van Knippenberg, Daniel

ECON 593

Econometrics Workshops

Seminars on advanced topics in macroeconomics, microeconomics, econometrics and applied microeconomic theory, presented through guest lectures by leading researchers. Repeatable for credit. Repeatable for Credit.

EconomicsNone1 credits

4.37.8hBack, Kerry, Bethune, Zachary, Calvi, Rossella, Fox, Jeremy, Kong, Yunmi, Rezende Cunha, Flavio, Tang, Xun

MGMT 638

Gen AI & Quantitative Finance

This course provides an introduction to quantitative equity management. Quantitative management means trading on signals that can be constructed and tested on large panels of stocks. Many different data sources are used to generate trading signals. In this course, we illustrate concepts using predictors formed from corporate fundamentals, past prices, analyst forecasts, and earnings surprises. We discuss the full process of quantitative management, from preliminary analysis of signals to training models to backtesting and strategy assessment.

ManagementNone1.5 credits

3.77.0hBack, Kerry

MGMT 648

Applied Finance

Study of the theory and practice of the fundamental principles in finance, emphasizing hands-on experience with a wide range of corporate finance and investment applications. The course provides extensive opportunity to implement finance theory at a practical level and to develop advanced analytical spreadsheet expertise, including financial statement forecasting, regression analysis, Monte Carlo simulation, and portfolio optimization.