Financial Economics I (Economia Financeira I, undergraduate)
Introduction
This is an elective Investment class in our undergraduate program. All details about this course are on the EAD site.
Reading
Investiment(o)s, Bodie, Kane and Marcus. Yes, we do the MBA version of the book. You are free to use the Portuguese version but all class materials and exams are in english...
Topics
Part 1: Introduction and Course Overview; Returns and Risk; Some Basic Statistics
BKM, Ch. 1,2,3,4, 5
Part 2: Portfolio Theory; Diversification; Efficient Portfolios
BKM, Ch. 6, 7
Part 3: Implementation of Portfolio Theory: Factor Models and Beta Estimation
BKM, Ch. 8
Part 4: Market Equilibrium and Asset Pricing Models; Capital Asset Pricing Model; Valuation; Theory and Empirical Tests; Multi-factor Pricing Models
BKM, Ch. 9, 10, 13, 18
[Place Midterm Exam around here]
Part 5: Anomalies
BKM, Ch. 11, 12
Part 6: Mutual Funds, Performance Evaluation and Attribution, Hedge Funds; International Investments; Alternative Investments;
BKM, Ch. 4, 24, 25, 26, 27
Part 7: Introduction to Fixed Income Securities; Managing Bond Portfolio Risk
BKM, Ch. 14, 15, 16
Part 8: Derivatives
BKM, Ch. 18, 19, 20, 21, 22, 23
[Place Final Exam around here]
Introduction
This is an elective Investment class in our undergraduate program. All details about this course are on the EAD site.
Reading
Investiment(o)s, Bodie, Kane and Marcus. Yes, we do the MBA version of the book. You are free to use the Portuguese version but all class materials and exams are in english...
Topics
Part 1: Introduction and Course Overview; Returns and Risk; Some Basic Statistics
BKM, Ch. 1,2,3,4, 5
Part 2: Portfolio Theory; Diversification; Efficient Portfolios
BKM, Ch. 6, 7
Part 3: Implementation of Portfolio Theory: Factor Models and Beta Estimation
BKM, Ch. 8
Part 4: Market Equilibrium and Asset Pricing Models; Capital Asset Pricing Model; Valuation; Theory and Empirical Tests; Multi-factor Pricing Models
BKM, Ch. 9, 10, 13, 18
[Place Midterm Exam around here]
Part 5: Anomalies
BKM, Ch. 11, 12
Part 6: Mutual Funds, Performance Evaluation and Attribution, Hedge Funds; International Investments; Alternative Investments;
BKM, Ch. 4, 24, 25, 26, 27
Part 7: Introduction to Fixed Income Securities; Managing Bond Portfolio Risk
BKM, Ch. 14, 15, 16
Part 8: Derivatives
BKM, Ch. 18, 19, 20, 21, 22, 23
[Place Final Exam around here]