Introduction to Macro and Finance (Introdução a Macro e Finanças, MBA level)
Introduction
This is a very intensive half-semester Investment class in our Professional masters program. The other half is the Macro part of the course. All details about this course are on the EAD site.
Reading
Investiment(o)s, Bodie, Kane and Marcus.
Topics
Part 1: Introduction and Course Overview; Returns and Risk; Some Basic Statistics
BKM, Ch. 1,2,3,4, 5
Part 2: Introduction to Fixed Income Securities; Managing Bond Portfolio Risk
BKM, Ch. 14, 15, 16
Part 3. Portfolio Theory; Diversification; Efficient Portfolio
BKM, Ch. 6, 7
Part 4: Implementation of Portfolio Theory: Factor Models and Beta Estimation
BKM, Ch. 8
Part 5: Market Equilibrium and Asset Pricing Models; Capital Asset Pricing Model; Valuation; Theory and Empirical Tests; Multifactor Pricing Models
BKM, Ch. 9, 10, 13, 18
Part 6. Anomalies
BKM, Ch. 11, 12
Introduction
This is a very intensive half-semester Investment class in our Professional masters program. The other half is the Macro part of the course. All details about this course are on the EAD site.
Reading
Investiment(o)s, Bodie, Kane and Marcus.
Topics
Part 1: Introduction and Course Overview; Returns and Risk; Some Basic Statistics
BKM, Ch. 1,2,3,4, 5
Part 2: Introduction to Fixed Income Securities; Managing Bond Portfolio Risk
BKM, Ch. 14, 15, 16
Part 3. Portfolio Theory; Diversification; Efficient Portfolio
BKM, Ch. 6, 7
Part 4: Implementation of Portfolio Theory: Factor Models and Beta Estimation
BKM, Ch. 8
Part 5: Market Equilibrium and Asset Pricing Models; Capital Asset Pricing Model; Valuation; Theory and Empirical Tests; Multifactor Pricing Models
BKM, Ch. 9, 10, 13, 18
Part 6. Anomalies
BKM, Ch. 11, 12