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Investment Analysis and Portfolio Management

Опубликовано на портале: 22-06-2006
Факультет: Departament of Finance
Год: Fall 1999
Язык: Английский
Тематические разделы: Экономика, Рынок ценных бумаг, Рынок ценных бумаг: Управление портфелем ценных бумаг

Examines the role and functioning of securities markets. Specific topics include the equity market, fixed-income securities market, and mutual funds. The course presents portfolio and capital market theory, the efficient markets hypothesis, institutional organization, and security valuation techniques. This is a course designed to give you some basic knowledge of the principles of investing, but more importantly to teach you correctly about investing. It is a blend of theory and practice. We learn "theory" because it teaches us how to think. We learn "practice" because that is where we apply what we learned when learning how to think. The point of view of this course is as an institutional investor. In fact a project required for this course is to apply what you learn to develop a long term investment plan for yourself.

I Introduction and Characteristics of Securities and Markets
1. The Investment Environment
2. Markets & Instruments
3. Securities Trading
4. Mutual Funds & Investment Companies
5. Interest Rates & Risk Premiums

II Portfolio Theory
6. Utility & Risk Aversion
7. The Investment Opportunity Set
8. Portfolio Selection

III Capital Market Equilibrium
9. The Capital Asset Pricing Model
10. Single-Index & Multifactor Models
11. The Arbitrage Pricing Theory
12. Efficient Markets

IV Fixed-Income & Equity Valuation
13. Bond Prices & Yields
14. Term Structure
15. Fixed-Income Portfolio Management
16. Equity Valuation

V Derivatives
17. Option Principles
18. Option Valuation
19. Futures

VI Applied Portfolio Management
20. Performance Evaluation
21. International Investing


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См. также:
Phelim P. Boyle, Mark Broadie, Paul Glasserman
Journal of Economic Dynamics and Control. 1997.  Vol. 21. No. 8-9. P. 1267-1321 . 
Robert Geske
Journal of Financial Economics. 1979.  Vol. 7. No. 1. P. 63-81. 
António Baldaque da Silva
[Учебная программа]
John Y. Campbell
Journal of Finance. 2000.  Vol. 55. No. 4. P. 1515-1567. 
Don M. Chance
Don M. Chance
[Учебная программа]