This course is an introduction to portfolio theory and explores both theoretical and empirical aspects of investment finance. Topics include mean variance portfolio theory, single- and multi-index portfolio models, capital asset pricing model, arbitrage pricing theory, the yield curve and term structure of interest rates, evaluation of portfolio performance, efficient market hypotheses, etc. Additional topics may include derivative markets and instruments, hedging arbitrage, and speculations, well as empirical issues in investment finance.
||Gen Ed Area Dept:
|Course Format: Lecture||Grading Mode: Student Option|
||Prerequisites: ECON301 OR ECON302
||Fulfills a Major Requirement for: (ECON)(MECO)
||Past Enrollment Probability: Not Available
|Major Readings: (If discrepancies exist between major readings in Wesmaps and the results generated by the Text Book Information link, defer to the readings posted in Broad Street Books.)|
Text Book Information
1. The latest edition of "Investments" by Bodie, Kane, and Marcus.
2. Journal Articles
|Examination and Assignments: |
Problem sets nearly weekly, group term project (stock portfolio), research paper and two exams.
|Additional Requirements and/or Comments: |
Students who complete ECON 328 and/or 329 cannot receive credit towards the ECON or MECO major for ECON 227 (or vice versa), depending on your needs for major credit.
|Instructor(s): Hornstein,Abigail Times: ..T.R.. 01:10PM-02:30PM; Location: PAC107; |
|Total Enrollment Limit: 25||SR major: 13||JR major: 12|| || |
|Seats Available: -2||GRAD: X||SR non-major: 0||JR non-major: 0||SO: X||FR: X|
|Web Resources: Moodle, eRes , Syllabus |