This course provides an introduction to modern finance theory and its applications. It will start by giving a short preamble of the asset classes and financial markets, security analysis, and equity evaluation. The course will then focus on portfolio theory, asset allocation, and portfolio selection. The equilibrium in capital markets will be examined for CAPM and alternative pricing models such as the APT and multi-factor model. The course will also briefly explore the assumptions of investor rationality, investor irrationality, and their impact on investment decision making. The last topic will be an overview of the evaluation of a portfolio.
| Date | Duration | |
|---|---|---|
| Face-to-Face | Starts July 11, 2023 | 3 days |
| Online | Starts August 5, 2023 | 3 weeks |
The equilibrium in capital markets will be examined for CAPM and alternative pricing models such as the APT and multi-factor model.
The course examines capital markets and fundamental quantitative models used in securities analysis and portfolio management. Focus is on capital markets and instruments, organization of securities markets and trading, modern portfolio theory, statistical concepts, asset pricing models, market efficiency, behavioral finance, and technical analysis, valuation of bonds and managing bond portfolios, valuation of equities, active versus passive investing, the role of derivative securities in investing, international investing, and performance evaluation.
Course activities include a team-based project that involves analyzing the economy, industries, and securities and constructing an investment portfolio that can meet the needs and preferences of a hypothetical investor.
