Fiches de cours 2017-2018

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Investments

FIN-405

Enseignant(s) :

Collin Dufresne Pierre

Langue:

English

Summary

The course covers a wide range of topics in investment analysis

Content

Topics include portfolio selection, equilibrium asset pricing, arbitrage pricing, market efficiency, behavioral finance, tests of asset pricing models, trading strategies in equity, fixed income, foreign exchange, and commodity markets, as well as dynamic asset allocation.

 

The course is rigorous, and students are expected to be able to understand and apply quantitative methods. Examples will illustrate real-world applications of the theory.

Keywords

Investments, portfolio choice, asset pricing.

Learning Prerequisites

Required courses

Learning Outcomes

By the end of the course, the student must be able to:

Transversal skills

Teaching methods

Lectures and exercises

Assessment methods

30% combined weight on weekly assignments given during the course

30% mid-term exam - closed-book

40% final exam - closed-book

Supervision

Office hours Yes
Assistants Yes
Forum Yes

Resources

Bibliography

The main textbook for the course is:

Zvi Bodie, Alex Kane, and Alan Marcus. Investments. McGraw-Hill.

 

In addition, a number of journal articles will be used.

Ressources en bibliothèque
Moodle Link

Prerequisite for

Dans les plans d'études

Semaine de référence

 LuMaMeJeVe
8-9     
9-10     
10-11     
11-12     
12-13     
13-14     
14-15     
15-16     
16-17     
17-18     
18-19     
19-20     
20-21     
21-22     
En construction
 
      Cours
      Exercice, TP
      Projet, autre

légende

  • Semestre d'automne
  • Session d'hiver
  • Semestre de printemps
  • Session d'été
  • Cours en français
  • Cours en anglais
  • Cours en allemand