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