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Asset Pricing and Portfolio Analysis 33:390:410:01
Fall 2013
Lectures: M/W 1:40-3:00 BRR 5101
Office Hours: Wednesday s 3:15-4:15 & by appointment
Professor
Office: BRR 5139
Phone:
Email:
Please read the syllabus carefully since it presents the philosophy of the course, provides a broad outline of the issues, and discusses course requirements. Note that you are responsible for reading and understanding all course requirements.
Course Description:
This course is focused on modern theories of asset pricing and portfolio management. It provides an in depth coverage of mean variance portfolio selection, efficient frontier, Markowitz portfolio selection model, single- and multi-factor index models. It also covers capital asset pricing models and the efficient market hypothesis, as well as portfolio performance evaluation, active portfolio management, and international diversification.
Course Materials:
The materials for the course consist of two textbooks and additional readings and lecture notes available for download on the course website (blackboard).
Textbook: Investments, Bodie, Kane, and Marcus, 9th Edition, Irwin-McGraw-Hill;
Modern Portfolio Theory and Investment Analysis, Elton, Gruber, Brown and Goetzmann, 8th edition, John Wiley & Sons.
Blackboard: This course requires an ongoing constant use of the blackboard. All announcements, assignments, changes, etcetera are posted there. I also use Blackboard to contact you via email therefore it is important that you be sure that your correct email address is in your profile on Blackboard. You are held responsible for remaining up to date at all times and check your email frequently.
In addition to the textbook and required readings, you are encouraged to read popular financial press articles during the term. The course will occasionally discuss relevant current events. Recommended sources include: Wall Street Journal - the old standard Business Week - good
Fall 2013
Lectures: M/W 1:40-3:00 BRR 5101
Office Hours: Wednesday s 3:15-4:15 & by appointment
Professor
Office: BRR 5139
Phone:
Email:
Please read the syllabus carefully since it presents the philosophy of the course, provides a broad outline of the issues, and discusses course requirements. Note that you are responsible for reading and understanding all course requirements.
Course Description:
This course is focused on modern theories of asset pricing and portfolio management. It provides an in depth coverage of mean variance portfolio selection, efficient frontier, Markowitz portfolio selection model, single- and multi-factor index models. It also covers capital asset pricing models and the efficient market hypothesis, as well as portfolio performance evaluation, active portfolio management, and international diversification.
Course Materials:
The materials for the course consist of two textbooks and additional readings and lecture notes available for download on the course website (blackboard).
Textbook: Investments, Bodie, Kane, and Marcus, 9th Edition, Irwin-McGraw-Hill;
Modern Portfolio Theory and Investment Analysis, Elton, Gruber, Brown and Goetzmann, 8th edition, John Wiley & Sons.
Blackboard: This course requires an ongoing constant use of the blackboard. All announcements, assignments, changes, etcetera are posted there. I also use Blackboard to contact you via email therefore it is important that you be sure that your correct email address is in your profile on Blackboard. You are held responsible for remaining up to date at all times and check your email frequently.
In addition to the textbook and required readings, you are encouraged to read popular financial press articles during the term. The course will occasionally discuss relevant current events. Recommended sources include: Wall Street Journal - the old standard Business Week - good