Quantitative methods use in finance

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Choose a research paper which is related to quantitative methods use in finance: stock, ETF or fund's return or portfolio performance measures/predict using Hypothesis Testing and write a summary of the paper. This summary should be 4 pages long, double-spaced. The summary should summarize the paper and then provide your opinion on it. It should give the motivation for the work (i.e., why they wrote it), the methods they used (i.e., what they did and how they did it), and their conclusions (i.e., what they proved or found out). As for critiquing the paper, you should state whether you think the paper is valuable and why, and whether you think the methodology was sound (e.g., did they make unrealistic assumptions?). You should also point out anything you would have done differently, and also discuss what other research questions and problems the paper raises.

Reference no: EM131041917

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