Lasse Pedersen at Copenhagen Business School offers a great course in "Big Data Asset Pricing" with really useful lecture notes.<br><br>Topics include: Empirical asset pricing, working with asset-pricing data, multiple testing issues and the factor zoo, machine learning, and more.… <a href="https://t.co/4BXMdGCvfl">pic.twitter.com/4BXMdGCvfl</a>