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FINN 5333 Investment Theory and Management
Schedule and Notes |
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Date
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Topic
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Readings
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Jan 11
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Overview of Investments
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Lecture 1, BKM 1
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Jan 11
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Money Market
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Lecture 2, BKM 2
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Jan 18
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Money Market
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Lecture 2, BKM 2
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Jan 25
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Equities and Indexes
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Lecture 3, BKM 2
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Feb 1
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Security Trading: Markets
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Lecture 4, BKM 3
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Feb 8
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Security Trading: Accounts
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Lecture 5, BKM 3
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Feb 15
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UBID-MALL arbitrage
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Ubid Case
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Feb 22
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Return and Risk
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Lecture 7, BKM 5
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Feb 29
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Risk Aversion and Capital Allocation
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Lecture 8, BKM 6
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Feb 29
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Efficient Diversification I
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Lectures 9-10, BKM 7
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Mar 7
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Efficient Diversification II
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Lectures 9-10, BKM 7-8
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Mar 14
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Capital Asset Pricing Model
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Lecture 11, BKM 9
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Mar 21
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Arbitrage Pricing Theory
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Lecture 12, BKM 10
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Mar 28
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How Efficient Is the Market?
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Lecture 13, BKM 11-13
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Mar 28 - Apr 6
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Midterm Exam (covers material only up to Mar 21)
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Apr 4
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Bond Price, Yield, and Duration
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Lecture 15, BKM 14-16
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Apr 11
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Bond Characteristics
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Lecture 14, BKM 14
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Apr 18
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Mutual Funds
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Lecture 6, BKM 4
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Apr 25
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Intro to Derivatives and Wrap Up
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Lecture 21, BKM 20-23
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Apr 27 - May 4
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Final Exam
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