MS Finance Thesis

In this course, students conduct empirical research in finance. They will design, execute, write, and present a thesis that involves original research on a topic of their choosing. Students will work in teams of two or three on a full-semester research project addressing an important industry or academic question. Teams of three are preferred, though teams of two are allowed in exceptional circumstances. The research topic must be approved by the instructor. Teams will develop a thesis proposal, provide regular progress updates, and submit a final thesis of publishable quality in top industry-oriented finance journals (e.g., Financial Analyst Journal, Journal of Portfolio Management). Classroom time will be split roughly equally between two areas. First, students will learn how to conduct empirical finance research, including idea generation, reading academic and industry literature, identifying data sources, applying the appropriate empirical techniques, and writing and presenting the results. Students will be encouraged to utilize the skills they have developed over the MSFE program in their research. Second, students will present and discuss their thesis work. This will occur in multiple stages, starting with topic generation and ending with a presentation of their completed thesis. Students will be expected to participate actively in discussion throughout.