Michael R. Roberts Teaching

---

Undergraduate

• Finance 100: Corporate Finance

This course is an introduction to the principles of finance (time value of money, risk, and arbitrage) applied to various subfields, such as asset pricing, corporate finance, and derivatives.

Course Website

Graduate

• Finance 926: Empirical Methods in Corporate Finance

Syllabus

Corporate Finance References:

-- Empirical References

-- Theory References

Lecture Slides:

-- Linear Regression

-- Linear Panel Data Models

-- Difference in Differences Models

-- Instrumental Variables

-- Nonparametric Analysis

-- Causal Inference

-- Regression Discontinuity Design

-- Matching Methods

-- Discrete Choice Models

-- Duration Models

-- Nonlinear Panel Data Methods

-- Bootstrap Jackknife

-- GMM

-- SMM

Problem Sets:

-- Stata Code for Data Construction, Stata Log File

-- PS 1: Compustat Summary Statistics, Stata Code, Stata Log File

-- PS 2: Univariate Regressions, Stata Code, Stata Log File

-- PS 3: Multivariate Regressions, Stata Code, Stata Log File

-- PS 4: Multivariate Regressions - Dummy Variables, Stata Code, Stata Log File

-- PS 5: Linear Panel Data Models

-- PS 6: Linear Panel Data Models - Simulations

Executive Education

• Wharton High Potential Leaders Program - Financial Acumen

• Wharton Executive Development Program - Financial Statment Analysis & Creating Shareholder Value

• Merrill Lynch Lectures on Corporate Capital Structure

• Citi Lectures on Finance

• Credit Suisse Lectures on Corporate Capital Structure