FINA 8365 Theory of Investments

This course covers issues in investment analysis. The first part of the class is devoted to asset pricing theories beginning with Markowitz Portfolio Analysis and moving on to the Capital Asset Pricing Model, the Arbitrage Pricing Theory and the Fama-French Three-Factor Model. The course then delves into current issues related to investment analysis focusing on market efficiency and over-reaction under-reaction phenomena. The last part of the course explores derivative pricing theories.

Credits

3

Schedule Type

Lecture

Grading Basis

Standard Letter (A-F)

Administrative Unit

Dept of Economics & Finance

Offered

As scheduled