FINN 5333 Investment Theory and Management

Schedule and Notes

Date

Topic

Readings

Jan 12

Overview of Investments

Lecture 1, BKM 1

Jan 12

Money Market

Lecture 2, BKM 2

Jan 19

Money Market

Lecture 2, BKM 2

Jan 26

Equities and Indexes

Lecture 3, BKM 2

Feb 2

Security Trading: Markets

Lecture 4, BKM 3

Feb 9

Security Trading: Accounts

Lecture 5, BKM 3

Feb 16

UBID-MALL arbitrage

Ubid Case

Feb 23

Return and Risk

Lecture 7, BKM 5

Mar 2

Risk Aversion and Capital Allocation

Lecture 8, BKM 6

Mar 2

Efficient Diversification I

Lectures 9-10, BKM 7

Mar 9

Efficient Diversification II

Lectures 9-10, BKM 7-8

Mar 16

Capital Asset Pricing Model

Lecture 11, BKM 9

Mar 23

Arbitrage Pricing Theory

Lecture 12, BKM 10

Mar 30

How Efficient Is the Market?

Lecture 13, BKM 11-13

Apr 6

Bond Price, Yield, and Duration

Lecture 15, BKM 14-16

Apr 6-12

Midterm Exam (covers material only up to Mar 23)

 

Apr 13

Bond Characteristics

Lecture 14, BKM 14

Apr 20

Mutual Funds

Lecture 6, BKM 4

Apr 27

Intro to Derivatives and Wrap Up

Lecture 21, BKM 20-23

Apr 29 - May 6

Final Exam